+47.9%
PLUG vs GPN
+28.5%
+19.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -3.2% | -4.3% | +1.1% | -0.8% |
| 30D | -8.3% | 0.0% | -8.3% | -8.7% |
| 3M | -25.8% | +35.8% | -61.6% | -40.2% |
| 6M | -5.8% | +22.0% | -27.8% | -19.3% |
| YTD | +6.6% | +15.2% | -8.6% | -7.1% |
| 1Y | +39.1% | +3.5% | +35.6% | +30.5% |
| 3Y | -73.7% | -26.9% | -46.8% | -70.6% |
| 5Y | -91.3% | -44.2% | -47.1% | -88.9% |
| All | +47.9% | +28.5% | +19.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling