-42.2%
PLUG vs GPC
+2.6%
-44.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.4% |
| 7D | +5.8% | +1.6% | +4.3% | +5.9% |
| 30D | -18.5% | -2.1% | -16.5% | -18.6% |
| 3M | -30.0% | -6.8% | -23.1% | -30.1% |
| 6M | -56.2% | +18.6% | -74.8% | -56.7% |
| YTD | -26.4% | +2.7% | -29.1% | -30.7% |
| 1Y | -42.2% | +1.8% | -44.0% | -46.5% |
| All | -42.2% | +2.6% | -44.8% | -46.5% |
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