+20.0%
PLUG vs GWW
+696.0%
-676.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.8% | +3.1% |
| 7D | +14.5% | +5.3% | +9.2% | +11.5% |
| 30D | -10.7% | +12.4% | -23.1% | -16.2% |
| 3M | -31.2% | +13.7% | -44.9% | -36.2% |
| 6M | -51.9% | +18.0% | -69.9% | -56.6% |
| YTD | -23.9% | +44.6% | -68.4% | -39.2% |
| 1Y | -43.4% | +53.1% | -96.5% | -56.2% |
| 3Y | -74.7% | +90.2% | -164.9% | -83.3% |
| 5Y | -96.3% | +215.0% | -311.3% | -98.2% |
| 10Y | +20.0% | +658.9% | -638.9% | -52.0% |
| All | +20.0% | +696.0% | -676.0% | -52.0% |
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