-64.3%
PLUG vs GTLB
+4.1%
-68.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -8.1% | -3.5% | -4.7% | -7.3% |
| 30D | -20.5% | -9.0% | -11.5% | -18.4% |
| 3M | -45.9% | +15.9% | -61.7% | -48.3% |
| 6M | -65.2% | +104.9% | -170.0% | -72.4% |
| YTD | -37.1% | +26.0% | -63.0% | -42.0% |
| 1Y | -54.6% | +1.8% | -56.4% | -55.0% |
| All | -64.3% | +4.1% | -68.4% | -71.3% |
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