+395.2%
ENPH vs GFI
+414.6%
-19.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -0.1% | -4.9% | +4.8% | +0.6% |
| 30D | -10.8% | +10.7% | -21.6% | -12.1% |
| 3M | -33.8% | +25.6% | -59.5% | -36.1% |
| 6M | -16.1% | -8.3% | -7.9% | -15.9% |
| YTD | +13.4% | +6.3% | +7.1% | +11.2% |
| 1Y | -2.6% | +22.1% | -24.7% | -6.6% |
| 3Y | -70.3% | +289.2% | -359.4% | -75.7% |
| 5Y | -77.0% | +531.7% | -608.7% | -82.6% |
| 10Y | +1,919.4% | +1,043.8% | +875.7% | +1,341.2% |
| All | +395.2% | +414.6% | -19.4% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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