-66.8%
ENPH vs GGLL
+166.5%
-233.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.3% |
| 7D | -8.4% | +7.7% | -16.1% | -9.5% |
| 30D | -11.2% | -30.2% | +19.0% | -6.8% |
| 3M | -36.1% | -31.3% | -4.8% | -32.8% |
| 6M | -37.9% | -52.1% | +14.2% | -31.2% |
| YTD | -18.7% | -25.9% | +7.2% | -17.5% |
| 1Y | -9.8% | -8.5% | -1.4% | -12.2% |
| 3Y | -66.8% | +165.5% | -232.4% | -75.3% |
| All | -66.8% | +166.5% | -233.3% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling