-42.2%
PLUG vs GSK
+11.3%
-53.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.4% |
| 7D | +5.8% | +1.7% | +4.2% | +6.4% |
| 30D | -18.5% | +7.0% | -25.6% | -16.3% |
| 3M | -30.0% | -2.7% | -27.3% | -30.2% |
| 6M | -56.2% | +1.4% | -57.6% | -55.4% |
| YTD | -26.4% | +5.3% | -31.7% | -32.0% |
| 1Y | -42.2% | +10.6% | -52.9% | -50.9% |
| All | -42.2% | +11.3% | -53.5% | -50.9% |
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