-42.1%
PLUG vs GWW
+55.5%
-97.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +2.0% |
| 7D | +2.8% | +11.1% | -8.3% | +0.4% |
| 30D | -22.8% | +15.7% | -38.5% | -25.3% |
| 3M | -32.4% | +14.8% | -47.2% | -34.6% |
| 6M | -53.4% | +30.9% | -84.3% | -58.7% |
| YTD | -25.9% | +48.5% | -74.4% | -44.3% |
| 1Y | -42.1% | +57.1% | -99.2% | -61.3% |
| All | -42.1% | +55.5% | -97.5% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling