-96.1%
PLUG vs GTLB
-49.8%
-46.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.2% |
| 7D | -8.5% | -3.5% | -5.0% | -7.4% |
| 30D | -20.8% | -9.0% | -11.8% | -18.1% |
| 3M | -46.1% | +15.9% | -61.9% | -49.3% |
| 6M | -65.3% | +104.9% | -170.2% | -74.3% |
| YTD | -37.3% | +26.0% | -63.3% | -45.4% |
| 1Y | -54.8% | +1.8% | -56.5% | -57.4% |
| 3Y | -65.0% | +6.0% | -71.0% | -70.5% |
| 5Y | -97.1% | -62.2% | -35.0% | -97.4% |
| All | -96.1% | -49.8% | -46.3% | -96.5% |
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