+395.5%
ENPH vs GPC
+235.5%
+160.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.5% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | -6.6% | +6.0% | -12.6% | -9.9% |
| 3M | -46.8% | +42.6% | -89.4% | -58.9% |
| 6M | -14.7% | +22.8% | -37.5% | -27.8% |
| YTD | +13.5% | +15.5% | -2.0% | -1.4% |
| 1Y | -0.4% | +2.0% | -2.5% | -5.9% |
| 3Y | -71.7% | -1.4% | -70.3% | -74.3% |
| 5Y | -79.1% | +30.6% | -109.7% | -84.7% |
| 10Y | +1,898.4% | +80.6% | +1,817.7% | +898.7% |
| All | +395.5% | +235.5% | +160.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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