-97.3%
PLUG vs GPC
+4.3%
-101.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.9% | -10.7% |
| 7D | -23.4% | +0.4% | -23.9% | -23.6% |
| 30D | -23.4% | -6.3% | -17.2% | -20.8% |
| 3M | -51.7% | -8.2% | -43.6% | -49.6% |
| 6M | -72.0% | +27.1% | -99.1% | -76.9% |
| YTD | -43.7% | +3.1% | -46.8% | -48.3% |
| 1Y | -55.4% | +0.1% | -55.5% | -58.1% |
| 3Y | -68.0% | +0.2% | -68.2% | -72.4% |
| All | -97.3% | +4.3% | -101.7% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling