-2.6%
ENPH vs GAP
-7.6%
+5.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.3% |
| 7D | -0.1% | -4.1% | +4.0% | +1.4% |
| 30D | -10.8% | +6.2% | -17.1% | -13.2% |
| 3M | -33.8% | -0.7% | -33.1% | -34.0% |
| 6M | -16.1% | -7.1% | -9.0% | -16.2% |
| YTD | +13.4% | -14.1% | +27.5% | +16.4% |
| 1Y | -2.6% | -8.5% | +5.9% | -6.6% |
| All | -2.6% | -7.6% | +5.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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