-42.2%
PLUG vs GTLB
+4.0%
-46.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.2% | +7.6% |
| 7D | +5.8% | -11.1% | +16.9% | +7.2% |
| 30D | -18.5% | -7.5% | -11.0% | -17.6% |
| 3M | -30.0% | +34.8% | -64.7% | -31.5% |
| 6M | -56.2% | +98.0% | -154.2% | -59.2% |
| YTD | -26.4% | +28.1% | -54.5% | -20.5% |
| 1Y | -42.2% | +5.6% | -47.8% | -35.1% |
| All | -42.2% | +4.0% | -46.3% | -35.1% |
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