-89.3%
ENPH vs GSK
+43.1%
-132.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -8.4% | +0.2% | -8.7% | -8.5% |
| 30D | -11.2% | +5.4% | -16.6% | -12.7% |
| 3M | -36.1% | +0.9% | -37.0% | -36.3% |
| 6M | -37.9% | +0.7% | -38.7% | -38.8% |
| YTD | -18.7% | +5.6% | -24.3% | -20.7% |
| 1Y | -9.8% | +8.5% | -18.3% | -13.0% |
| 3Y | -66.8% | +63.8% | -130.6% | -73.8% |
| All | -89.3% | +43.1% | -132.5% | -92.0% |
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