+1,919.4%
ENPH vs GDDY
+207.2%
+1,712.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.1% | -2.2% |
| 7D | -0.1% | -3.2% | +3.1% | +0.9% |
| 30D | -10.8% | +6.8% | -17.6% | -14.7% |
| 3M | -33.8% | +30.5% | -64.3% | -45.0% |
| 6M | -16.1% | +13.3% | -29.5% | -27.3% |
| YTD | +13.4% | -21.0% | +34.4% | +18.8% |
| 1Y | -2.6% | -34.0% | +31.4% | +13.3% |
| 3Y | -70.3% | +33.1% | -103.3% | -80.0% |
| 5Y | -77.0% | +30.3% | -107.4% | -84.6% |
| All | +1,919.4% | +207.2% | +1,712.2% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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