+255.2%
ENPH vs GAP
+24.0%
+231.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.4% |
| 7D | -8.4% | -1.9% | -6.5% | -7.9% |
| 30D | -11.2% | -7.1% | -4.1% | -9.3% |
| 3M | -36.1% | +4.1% | -40.2% | -37.4% |
| 6M | -37.9% | +1.9% | -39.8% | -39.0% |
| YTD | -18.7% | -15.2% | -3.5% | -16.5% |
| 1Y | -9.8% | -10.6% | +0.8% | -9.0% |
| 3Y | -66.8% | +74.6% | -141.4% | -75.5% |
| 5Y | -89.6% | +3.7% | -93.3% | -91.6% |
| 10Y | +2,186.8% | +2.4% | +2,184.4% | +1,323.5% |
| All | +255.2% | +24.0% | +231.2% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling