-88.5%
ENPH vs GGLL
+328.7%
-417.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | -2.4% | -4.8% | +2.4% | -1.6% |
| 30D | -6.6% | -13.7% | +7.1% | -4.5% |
| 3M | -46.8% | -21.9% | -25.0% | -44.9% |
| 6M | -14.7% | +11.7% | -26.4% | -17.6% |
| YTD | +13.5% | +2.3% | +11.2% | +10.6% |
| 1Y | -0.4% | +76.2% | -76.6% | -12.2% |
| 3Y | -71.7% | +245.0% | -316.7% | -79.2% |
| All | -88.5% | +328.7% | -417.2% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling