+395.5%
ENPH vs GAP
+31.1%
+364.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.4% | -4.5% | +2.1% | -1.0% |
| 30D | -6.6% | +9.0% | -15.7% | -9.6% |
| 3M | -46.8% | +5.0% | -51.8% | -48.0% |
| 6M | -14.7% | -17.8% | +3.1% | -11.2% |
| YTD | +13.5% | -10.4% | +23.9% | +15.0% |
| 1Y | -0.4% | -3.4% | +3.0% | -1.7% |
| 3Y | -71.7% | +111.5% | -183.2% | -80.4% |
| 5Y | -79.1% | +8.8% | -87.9% | -83.4% |
| 10Y | +1,898.4% | +32.9% | +1,865.5% | +992.0% |
| All | +395.5% | +31.1% | +364.4% | +134.9% |
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