-45.8%
PLUG vs GTLB
+2.3%
-48.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -8.6% |
| 7D | -2.8% | -10.9% | +8.1% | -1.5% |
| 30D | -18.5% | -15.3% | -3.2% | -16.9% |
| 3M | -35.1% | +14.6% | -49.6% | -35.6% |
| 6M | -56.1% | +79.6% | -135.7% | -58.3% |
| YTD | -30.5% | +24.3% | -54.8% | -24.5% |
| All | -45.8% | +2.3% | -48.1% | -38.6% |
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