+1.5%
PLUG vs GSK
+102.9%
-101.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.5% |
| 7D | -2.8% | +5.2% | -8.0% | -4.3% |
| 30D | -18.5% | +10.2% | -28.6% | -21.1% |
| 3M | -35.1% | -0.9% | -34.2% | -35.1% |
| 6M | -56.1% | +3.5% | -59.6% | -57.1% |
| YTD | -30.5% | +7.2% | -37.7% | -34.3% |
| 1Y | -46.5% | +12.0% | -58.5% | -50.3% |
| 3Y | -61.2% | +67.3% | -128.5% | -70.8% |
| 5Y | -96.6% | +45.3% | -141.8% | -97.3% |
| 10Y | +1.5% | +101.8% | -100.3% | -29.4% |
| All | +1.5% | +102.9% | -101.5% | -29.4% |
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