+20.0%
PLUG vs GSK
+101.6%
-81.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +2.7% |
| 7D | +14.5% | +4.9% | +9.6% | +12.8% |
| 30D | -10.7% | +10.8% | -21.6% | -13.8% |
| 3M | -31.2% | -1.8% | -29.4% | -31.0% |
| 6M | -51.9% | +4.1% | -56.0% | -53.2% |
| YTD | -23.9% | +7.9% | -31.7% | -28.2% |
| 1Y | -43.4% | +14.4% | -57.8% | -47.9% |
| 3Y | -74.7% | +68.1% | -142.8% | -81.0% |
| 5Y | -96.3% | +47.7% | -144.0% | -97.1% |
| 10Y | +20.0% | +100.5% | -80.5% | -13.3% |
| All | +20.0% | +101.6% | -81.6% | -13.3% |
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