+255.2%
ENPH vs GRMN
+836.1%
-581.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.0% |
| 7D | -8.4% | -0.9% | -7.5% | -7.9% |
| 30D | -11.2% | +1.2% | -12.4% | -11.2% |
| 3M | -36.1% | -8.9% | -27.2% | -32.4% |
| 6M | -37.9% | +23.0% | -60.9% | -45.5% |
| YTD | -18.7% | +41.2% | -59.9% | -34.8% |
| 1Y | -9.8% | +47.5% | -57.3% | -29.4% |
| 3Y | -66.8% | +155.8% | -222.6% | -82.6% |
| 5Y | -89.6% | +120.2% | -209.8% | -94.1% |
| 10Y | +2,186.8% | +629.9% | +1,557.0% | +514.7% |
| All | +255.2% | +836.1% | -581.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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