-77.2%
ENPH vs GSK
+47.3%
-124.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +3.4% | -3.6% | +7.0% | +4.8% |
| 30D | -10.3% | -5.9% | -4.3% | -8.2% |
| 3M | -31.4% | -4.3% | -27.1% | -30.8% |
| 6M | -10.1% | -10.8% | +0.7% | -6.6% |
| YTD | +14.6% | +1.8% | +12.8% | +13.2% |
| 1Y | -3.2% | +23.5% | -26.7% | -12.3% |
| 3Y | -69.5% | +49.5% | -119.0% | -75.0% |
| 5Y | -77.2% | +49.7% | -126.9% | -82.9% |
| All | -77.2% | +47.3% | -124.5% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling