-91.5%
ENPH vs GGLL
+217.5%
-309.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -5.9% |
| 7D | -7.6% | +11.5% | -19.1% | -9.2% |
| 30D | -16.4% | -31.2% | +14.8% | -12.0% |
| 3M | -34.3% | -28.7% | -5.7% | -31.4% |
| 6M | -28.5% | -47.2% | +18.6% | -22.1% |
| YTD | -16.4% | -24.3% | +7.8% | -15.4% |
| 1Y | -12.8% | -12.0% | -0.8% | -14.3% |
| 3Y | -65.7% | +169.6% | -235.3% | -73.9% |
| All | -91.5% | +217.5% | -309.0% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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