-96.5%
PLUG vs GPC
+3.6%
-100.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +8.2% |
| 7D | +5.8% | +1.6% | +4.3% | +4.8% |
| 30D | -18.5% | -2.1% | -16.5% | -18.1% |
| 3M | -30.0% | -6.8% | -23.1% | -27.6% |
| 6M | -56.2% | +18.6% | -74.8% | -62.3% |
| YTD | -26.4% | +2.7% | -29.1% | -32.4% |
| 1Y | -42.2% | +1.8% | -44.0% | -46.6% |
| 3Y | -76.8% | +1.1% | -77.9% | -80.4% |
| All | -96.5% | +3.6% | -100.0% | -97.4% |
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