+1.1%
PLUG vs GPC
+85.0%
-83.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.7% | -8.3% | -8.6% |
| 7D | -3.2% | +0.4% | -3.5% | -3.3% |
| 30D | -18.7% | -1.8% | -16.9% | -18.3% |
| 3M | -35.3% | -6.6% | -28.7% | -33.2% |
| 6M | -56.2% | +21.3% | -77.6% | -62.6% |
| YTD | -30.7% | +4.3% | -35.0% | -36.4% |
| 1Y | -46.7% | +3.3% | -49.9% | -50.8% |
| 3Y | -61.3% | +0.8% | -62.1% | -65.0% |
| 5Y | -96.6% | +7.4% | -104.0% | -97.0% |
| 10Y | +1.1% | +79.2% | -78.1% | -39.5% |
| All | +1.1% | +85.0% | -83.9% | -39.5% |
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