-37.9%
ENPH vs GAP
+0.1%
-38.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.4% |
| 7D | -8.4% | -1.9% | -6.5% | -7.8% |
| 30D | -11.2% | -7.1% | -4.1% | -8.8% |
| 3M | -36.1% | +4.1% | -40.2% | -37.5% |
| 6M | -37.9% | +1.9% | -39.8% | -38.5% |
| All | -37.9% | +0.1% | -38.0% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling