-76.8%
PLUG vs GPC
+1.0%
-77.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +7.8% |
| 7D | +5.8% | +1.6% | +4.3% | +5.3% |
| 30D | -18.5% | -2.1% | -16.5% | -18.3% |
| 3M | -30.0% | -6.8% | -23.1% | -28.6% |
| 6M | -56.2% | +18.6% | -74.8% | -59.8% |
| YTD | -26.4% | +2.7% | -29.1% | -29.6% |
| 1Y | -42.2% | +1.8% | -44.0% | -44.5% |
| 3Y | -76.8% | +1.1% | -77.9% | -81.5% |
| All | -76.8% | +1.0% | -77.8% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling