+58.4%
PLUG vs GWW
+553.5%
-495.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.6% |
| 7D | +3.8% | -0.5% | +4.3% | +4.0% |
| 30D | +2.8% | -1.4% | +4.3% | +3.4% |
| 3M | -25.4% | -3.6% | -21.8% | -24.5% |
| 6M | -0.5% | +15.1% | -15.6% | -9.4% |
| YTD | +10.2% | +27.5% | -17.3% | -5.3% |
| 1Y | +53.9% | +29.6% | +24.3% | +31.3% |
| 3Y | -72.7% | +90.1% | -162.8% | -81.8% |
| 5Y | -91.4% | +222.6% | -314.0% | -95.6% |
| 10Y | +58.4% | +566.5% | -508.1% | -32.1% |
| All | +58.4% | +553.5% | -495.1% | -32.1% |
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