-42.1%
PLUG vs GTLB
+6.1%
-48.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +2.8% | -9.7% | +12.5% | +3.8% |
| 30D | -22.8% | +1.7% | -24.4% | -22.7% |
| 3M | -32.4% | +43.6% | -76.0% | -34.4% |
| 6M | -53.4% | +113.0% | -166.3% | -56.8% |
| YTD | -25.9% | +39.5% | -65.4% | -20.9% |
| 1Y | -42.1% | +12.6% | -54.7% | -35.5% |
| All | -42.1% | +6.1% | -48.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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