-78.8%
ENPH vs GTLB
-49.8%
-29.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +2.4% |
| 30D | -12.9% | +12.3% | -25.2% | -15.7% |
| 3M | -27.1% | +65.9% | -93.0% | -36.3% |
| 6M | -15.4% | +104.0% | -119.4% | -31.4% |
| YTD | +15.0% | +26.0% | -11.0% | +5.1% |
| 1Y | -0.7% | -3.5% | +2.8% | -3.4% |
| 3Y | -69.3% | -9.6% | -59.7% | -71.8% |
| All | -78.8% | -49.8% | -29.0% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling