-95.4%
PLUG vs GTLB
-49.0%
-46.5%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +8.1% |
| 7D | +5.8% | -11.1% | +16.9% | +10.4% |
| 30D | -18.5% | -7.5% | -11.0% | -16.4% |
| 3M | -30.0% | +34.8% | -64.7% | -37.7% |
| 6M | -56.2% | +98.0% | -154.2% | -67.3% |
| YTD | -26.4% | +28.1% | -54.5% | -36.2% |
| 1Y | -42.2% | +5.6% | -47.8% | -46.4% |
| 3Y | -76.8% | +15.9% | -92.8% | -81.4% |
| 5Y | -96.2% | -61.1% | -35.1% | -96.6% |
| All | -95.4% | -49.0% | -46.5% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling