-92.9%
PLUG vs GTLB
-50.0%
-42.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.4% | +9.5% | +6.0% |
| 7D | +8.1% | +4.6% | +3.6% | +6.0% |
| 30D | +3.7% | +21.0% | -17.3% | -3.8% |
| 3M | -29.2% | +51.7% | -80.9% | -40.0% |
| 6M | +6.1% | +89.3% | -83.2% | -20.3% |
| YTD | +14.7% | +25.6% | -10.9% | +0.5% |
| 1Y | +56.9% | -1.5% | +58.5% | +48.5% |
| 3Y | -71.6% | -9.9% | -61.7% | -74.6% |
| All | -92.9% | -50.0% | -42.9% | -93.5% |
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 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