-99.1%
PLUG vs GSK
+183.7%
-282.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +5.8% | +1.7% | +4.2% | +4.9% |
| 30D | -18.5% | +7.0% | -25.6% | -21.9% |
| 3M | -30.0% | -2.7% | -27.3% | -29.5% |
| 6M | -56.2% | +1.4% | -57.6% | -57.5% |
| YTD | -26.4% | +5.3% | -31.7% | -31.8% |
| 1Y | -42.2% | +10.6% | -52.9% | -48.0% |
| 3Y | -76.8% | +62.6% | -139.4% | -84.2% |
| 5Y | -96.2% | +41.7% | -137.9% | -97.3% |
| 10Y | +2.1% | +104.7% | -102.6% | -44.5% |
| All | -99.1% | +183.7% | -282.8% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling