+52.8%
PLUG vs GSK
+81.4%
-28.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.8% | +3.5% |
| 7D | -0.9% | -1.8% | +0.9% | -0.3% |
| 30D | +3.3% | -2.2% | +5.5% | +4.0% |
| 3M | -39.7% | -1.8% | -37.9% | -39.8% |
| 6M | -12.5% | -10.6% | -1.9% | -9.8% |
| YTD | +10.2% | +4.4% | +5.7% | +5.2% |
| 1Y | +50.7% | +30.4% | +20.3% | +30.9% |
| 3Y | -74.5% | +60.1% | -134.6% | -80.4% |
| 5Y | -91.8% | +46.8% | -138.6% | -93.6% |
| All | +52.8% | +81.4% | -28.6% | +16.5% |
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