-26.5%
PLUG vs GWW
+658.3%
-684.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.9% | -9.6% | -10.0% |
| 7D | -23.4% | +3.6% | -27.0% | -24.9% |
| 30D | -23.4% | +12.1% | -35.6% | -28.1% |
| 3M | -51.7% | +12.9% | -64.6% | -55.1% |
| 6M | -72.0% | +19.3% | -91.3% | -74.9% |
| YTD | -43.7% | +48.7% | -92.4% | -55.7% |
| 1Y | -55.4% | +60.5% | -115.9% | -66.4% |
| 3Y | -68.0% | +93.3% | -161.3% | -78.9% |
| 5Y | -97.4% | +219.0% | -316.4% | -98.7% |
| All | -26.5% | +658.3% | -684.8% | -70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling