-99.0%
PLUG vs GRMN
+6,890.4%
-6,989.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.5% |
| 7D | +5.8% | +4.7% | +1.1% | +3.4% |
| 30D | -18.5% | +3.4% | -21.9% | -20.2% |
| 3M | -30.0% | -5.0% | -24.9% | -28.5% |
| 6M | -56.2% | +18.6% | -74.8% | -60.6% |
| YTD | -26.4% | +42.5% | -68.9% | -39.6% |
| 1Y | -42.2% | +42.3% | -84.5% | -52.5% |
| 3Y | -76.8% | +158.5% | -235.3% | -86.4% |
| 5Y | -96.2% | +123.6% | -219.8% | -97.5% |
| 10Y | +2.1% | +682.5% | -680.4% | -60.9% |
| All | -99.0% | +6,890.4% | -6,989.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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