-90.8%
ENPH vs GGLL
+195.8%
-286.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.3% | +1.7% |
| 7D | +4.1% | +6.3% | -2.2% | +3.2% |
| 30D | -11.4% | -35.1% | +23.7% | -5.8% |
| 3M | -30.5% | -37.7% | +7.1% | -25.9% |
| 6M | -20.2% | -54.1% | +33.9% | -11.0% |
| YTD | -9.3% | -29.4% | +20.2% | -7.1% |
| 1Y | -3.8% | -13.4% | +9.6% | -5.2% |
| 3Y | -61.5% | +158.3% | -219.8% | -70.5% |
| All | -90.8% | +195.8% | -286.6% | -93.5% |
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