-12.8%
ENPH vs GGLL
-15.1%
+2.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -5.8% |
| 7D | -7.6% | +11.5% | -19.1% | -8.9% |
| 30D | -16.4% | -31.2% | +14.8% | -12.4% |
| 3M | -34.3% | -28.7% | -5.7% | -31.7% |
| 6M | -28.5% | -47.2% | +18.6% | -22.2% |
| YTD | -16.4% | -24.3% | +7.8% | -19.5% |
| 1Y | -12.8% | -12.0% | -0.8% | -17.3% |
| All | -12.8% | -15.1% | +2.3% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling