+429.0%
ENPH vs GRMN
+808.3%
-379.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | +9.3% | +0.2% | +9.1% | +9.1% |
| 30D | -7.3% | -11.3% | +4.1% | -0.7% |
| 3M | -31.7% | +17.7% | -49.4% | -38.9% |
| 6M | -3.5% | +14.2% | -17.6% | -12.4% |
| YTD | +21.2% | +37.0% | -15.9% | -1.4% |
| 1Y | +0.1% | +17.0% | -16.9% | -10.1% |
| 3Y | -67.7% | +183.2% | -250.9% | -84.3% |
| 5Y | -76.2% | +77.3% | -153.5% | -84.8% |
| 10Y | +2,057.2% | +630.9% | +1,426.3% | +475.0% |
| All | +429.0% | +808.3% | -379.3% | +10.3% |
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