-69.9%
ENPH vs GTLB
-12.2%
-57.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.1% |
| 7D | +3.4% | -6.6% | +10.0% | +4.6% |
| 30D | -10.3% | +13.7% | -24.0% | -12.8% |
| 3M | -31.4% | +52.9% | -84.3% | -37.2% |
| 6M | -10.1% | +88.5% | -98.6% | -23.0% |
| YTD | +14.6% | +23.4% | -8.9% | +8.4% |
| 1Y | -3.2% | -3.8% | +0.6% | -3.4% |
| All | -69.9% | -12.2% | -57.8% | -74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling