+15.1%
PLUG vs GSK
+103.4%
-88.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +5.8% | +1.7% | +4.2% | +5.3% |
| 30D | -18.5% | +7.0% | -25.6% | -20.5% |
| 3M | -30.0% | -2.7% | -27.3% | -29.6% |
| 6M | -56.2% | +1.4% | -57.6% | -57.0% |
| YTD | -26.4% | +5.3% | -31.7% | -30.1% |
| 1Y | -42.2% | +10.6% | -52.9% | -46.2% |
| 3Y | -76.8% | +62.6% | -139.4% | -82.3% |
| 5Y | -96.2% | +41.7% | -137.9% | -97.0% |
| All | +15.1% | +103.4% | -88.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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