-97.3%
PLUG vs GTLB
-62.5%
-34.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.0% | -11.4% | -10.8% |
| 7D | -23.4% | -0.7% | -22.7% | -23.3% |
| 30D | -23.4% | -10.2% | -13.2% | -20.4% |
| 3M | -51.7% | +10.1% | -61.8% | -53.9% |
| 6M | -72.0% | +116.5% | -188.4% | -79.7% |
| YTD | -43.7% | +27.2% | -70.8% | -51.2% |
| 1Y | -55.4% | +8.6% | -64.0% | -59.2% |
| 3Y | -68.0% | +5.6% | -73.6% | -73.2% |
| All | -97.3% | -62.5% | -34.8% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling