+20.0%
PLUG vs GPC
+93.7%
-73.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.1% |
| 7D | +14.5% | +0.8% | +13.7% | +14.0% |
| 30D | -10.7% | -1.1% | -9.6% | -10.7% |
| 3M | -31.2% | -6.6% | -24.6% | -28.9% |
| 6M | -51.9% | +22.2% | -74.2% | -59.1% |
| YTD | -23.9% | +5.1% | -28.9% | -30.5% |
| 1Y | -43.4% | +2.8% | -46.2% | -47.6% |
| 3Y | -74.7% | +2.4% | -77.1% | -77.5% |
| 5Y | -96.3% | +7.8% | -104.1% | -96.7% |
| 10Y | +20.0% | +87.2% | -67.2% | -32.1% |
| All | +20.0% | +93.7% | -73.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling