-79.1%
ENPH vs GTLB
-50.1%
-28.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.1% | -5.7% | +5.6% | +1.3% |
| 30D | -10.8% | +15.1% | -26.0% | -14.3% |
| 3M | -33.8% | +65.5% | -99.3% | -42.1% |
| 6M | -16.1% | +102.9% | -119.0% | -31.9% |
| YTD | +13.4% | +25.2% | -11.8% | +3.8% |
| 1Y | -2.6% | -5.5% | +2.9% | -4.7% |
| 3Y | -70.3% | -10.9% | -59.4% | -72.6% |
| All | -79.1% | -50.1% | -28.9% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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