-93.2%
PLUG vs GTLB
-47.1%
-46.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.8% | +2.5% |
| 7D | -0.9% | +11.1% | -12.0% | -4.8% |
| 30D | +3.3% | +37.8% | -34.5% | -8.4% |
| 3M | -39.7% | +61.6% | -101.3% | -50.0% |
| 6M | -12.5% | +98.9% | -111.4% | -35.3% |
| YTD | +10.2% | +32.8% | -22.6% | -5.3% |
| 1Y | +50.7% | +14.7% | +36.0% | +34.6% |
| 3Y | -74.5% | +1.3% | -75.8% | -78.2% |
| All | -93.2% | -47.1% | -46.0% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling