+285.6%
ENPH vs GPC
+200.7%
+84.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.9% |
| 7D | -10.3% | -2.1% | -8.2% | -9.0% |
| 30D | -10.1% | -4.5% | -5.6% | -7.7% |
| 3M | -33.1% | -7.7% | -25.4% | -30.1% |
| 6M | -24.8% | +24.3% | -49.1% | -37.0% |
| YTD | -11.7% | +3.5% | -15.2% | -18.3% |
| 1Y | -8.2% | +0.7% | -9.0% | -13.6% |
| 3Y | -63.7% | 0.0% | -63.7% | -68.0% |
| 5Y | -88.7% | +5.8% | -94.5% | -90.4% |
| 10Y | +2,382.5% | +75.8% | +2,306.7% | +1,085.0% |
| All | +285.6% | +200.7% | +84.9% | -9.3% |
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