-73.8%
PLUG vs GTLB
+1.9%
-75.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.6% |
| 7D | -0.9% | +11.1% | -12.0% | -3.8% |
| 30D | +3.3% | +37.8% | -34.5% | -5.7% |
| 3M | -39.7% | +61.6% | -101.3% | -47.7% |
| 6M | -12.5% | +98.9% | -111.4% | -30.6% |
| YTD | +10.2% | +32.8% | -22.6% | +0.3% |
| 1Y | +50.7% | +14.7% | +36.0% | +42.1% |
| All | -73.8% | +1.9% | -75.7% | -77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling