-91.0%
ENPH vs GGLL
+188.6%
-279.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | +11.0% | +3.1% | +7.9% | +10.5% |
| 30D | -15.0% | -36.3% | +21.3% | -9.4% |
| 3M | -28.2% | -40.4% | +12.1% | -22.9% |
| 6M | -20.5% | -54.6% | +34.1% | -11.1% |
| YTD | -11.2% | -31.1% | +20.0% | -8.7% |
| 1Y | -8.7% | -19.2% | +10.5% | -9.0% |
| 3Y | -63.6% | +151.5% | -215.1% | -72.0% |
| All | -91.0% | +188.6% | -279.6% | -93.6% |
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