-99.2%
PLUG vs GPC
+1,049.1%
-1,148.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -6.0% | -6.3% |
| 7D | -4.9% | +1.7% | -6.6% | -6.2% |
| 30D | -27.4% | -2.3% | -25.1% | -26.7% |
| 3M | -35.7% | -4.5% | -31.2% | -34.1% |
| 6M | -59.3% | +21.6% | -80.9% | -67.0% |
| YTD | -31.5% | +4.0% | -35.5% | -39.1% |
| 1Y | -48.9% | +3.5% | -52.4% | -54.4% |
| 3Y | -79.6% | +2.1% | -81.8% | -82.7% |
| 5Y | -96.5% | +5.5% | -101.9% | -97.0% |
| 10Y | -4.9% | +90.7% | -95.7% | -57.9% |
| All | -99.2% | +1,049.1% | -1,148.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling