+429.0%
ENPH vs GME
+388.5%
+40.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.2% | +6.9% |
| 7D | +9.3% | +0.4% | +8.8% | +9.2% |
| 30D | -7.3% | -1.4% | -5.9% | -7.2% |
| 3M | -31.7% | -15.1% | -16.6% | -31.0% |
| 6M | -3.5% | -22.5% | +19.0% | -2.0% |
| YTD | +21.2% | -5.9% | +27.1% | +21.4% |
| 1Y | +0.1% | -18.6% | +18.7% | +1.2% |
| 3Y | -67.7% | +6.7% | -74.4% | -70.2% |
| 5Y | -76.2% | -62.0% | -14.2% | -77.5% |
| 10Y | +2,057.2% | +239.5% | +1,817.8% | +1,004.8% |
| All | +429.0% | +388.5% | +40.5% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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