-97.3%
PLUG vs GSK
+44.4%
-141.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.5% | -11.0% | -10.5% |
| 7D | -23.4% | +1.1% | -24.6% | -23.5% |
| 30D | -23.4% | +6.3% | -29.8% | -24.0% |
| 3M | -51.7% | +1.8% | -53.6% | -51.9% |
| 6M | -72.0% | +1.7% | -73.6% | -72.1% |
| YTD | -43.7% | +6.5% | -50.2% | -45.4% |
| 1Y | -55.4% | +9.5% | -64.9% | -57.1% |
| 3Y | -68.0% | +65.3% | -133.3% | -72.3% |
| All | -97.3% | +44.4% | -141.8% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling