-79.1%
ENPH vs GTLB
-47.1%
-31.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | -2.4% | +11.1% | -13.4% | -5.0% |
| 30D | -6.6% | +37.8% | -44.4% | -14.0% |
| 3M | -46.8% | +61.6% | -108.4% | -53.2% |
| 6M | -14.7% | +98.9% | -113.7% | -30.4% |
| YTD | +13.5% | +32.8% | -19.3% | +2.5% |
| 1Y | -0.4% | +14.7% | -15.1% | -7.3% |
| 3Y | -71.7% | +1.3% | -73.1% | -74.8% |
| All | -79.1% | -47.1% | -31.9% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling