-87.7%
ENPH vs GGLL
+328.4%
-416.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.8% | +6.8% |
| 7D | +9.3% | +1.9% | +7.4% | +8.9% |
| 30D | -7.3% | -9.7% | +2.5% | -5.8% |
| 3M | -31.7% | -18.0% | -13.7% | -29.9% |
| 6M | -3.5% | +15.3% | -18.7% | -7.2% |
| YTD | +21.2% | +2.2% | +19.0% | +18.1% |
| 1Y | +0.1% | +73.1% | -73.0% | -11.6% |
| 3Y | -67.7% | +242.7% | -310.4% | -76.2% |
| All | -87.7% | +328.4% | -416.1% | -91.8% |
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