-99.1%
PLUG vs GSK
+188.7%
-287.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.6% | -8.4% | -8.7% |
| 7D | -3.2% | +5.2% | -8.4% | -5.8% |
| 30D | -18.7% | +10.2% | -28.9% | -23.3% |
| 3M | -35.3% | -0.9% | -34.4% | -35.6% |
| 6M | -56.2% | +3.5% | -59.7% | -58.0% |
| YTD | -30.7% | +7.2% | -37.9% | -36.4% |
| 1Y | -46.7% | +12.0% | -58.7% | -52.3% |
| 3Y | -61.3% | +67.3% | -128.7% | -74.1% |
| 5Y | -96.6% | +45.3% | -141.9% | -97.6% |
| 10Y | +1.1% | +101.8% | -100.7% | -44.3% |
| All | -99.1% | +188.7% | -287.9% | -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