-41.4%
PLUG vs GSK
+14.2%
-55.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +4.2% |
| 7D | +14.5% | +4.9% | +9.6% | +16.2% |
| 30D | -10.7% | +10.8% | -21.6% | -7.4% |
| 3M | -31.2% | -1.8% | -29.4% | -31.3% |
| 6M | -51.9% | +4.1% | -56.0% | -50.7% |
| YTD | -23.9% | +7.9% | -31.7% | -30.6% |
| All | -41.4% | +14.2% | -55.6% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling