-55.4%
PLUG vs GPC
-0.7%
-54.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.5% |
| 7D | -23.4% | +0.4% | -23.9% | -23.4% |
| 30D | -23.4% | -6.3% | -17.2% | -23.6% |
| 3M | -51.7% | -8.2% | -43.6% | -51.9% |
| 6M | -72.0% | +27.1% | -99.1% | -72.3% |
| YTD | -43.7% | +3.1% | -46.8% | -47.0% |
| 1Y | -55.4% | +0.1% | -55.5% | -57.5% |
| All | -55.4% | -0.7% | -54.7% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling