+395.5%
ENPH vs GSK
+125.7%
+269.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.2% |
| 7D | -2.4% | -1.8% | -0.5% | -1.4% |
| 30D | -6.6% | -2.2% | -4.4% | -5.6% |
| 3M | -46.8% | -1.8% | -45.0% | -47.0% |
| 6M | -14.7% | -10.6% | -4.1% | -10.6% |
| YTD | +13.5% | +4.4% | +9.1% | +9.8% |
| 1Y | -0.4% | +30.4% | -30.8% | -15.9% |
| 3Y | -71.7% | +60.1% | -131.8% | -79.3% |
| 5Y | -79.1% | +46.8% | -125.9% | -84.3% |
| 10Y | +1,898.4% | +79.2% | +1,819.1% | +1,147.7% |
| All | +395.5% | +125.7% | +269.8% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling