+1,919.4%
ENPH vs GSK
+80.1%
+1,839.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.1% | -3.5% | +3.5% | +1.4% |
| 30D | -10.8% | -3.4% | -7.4% | -9.7% |
| 3M | -33.8% | -8.1% | -25.7% | -32.0% |
| 6M | -16.1% | -11.1% | -5.0% | -12.6% |
| YTD | +13.4% | +0.7% | +12.7% | +12.3% |
| 1Y | -2.6% | +20.1% | -22.7% | -11.7% |
| 3Y | -70.3% | +46.1% | -116.4% | -75.8% |
| 5Y | -77.0% | +48.2% | -125.3% | -81.8% |
| All | +1,919.4% | +80.1% | +1,839.4% | +1,438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling