-77.3%
ENPH vs GWRE
+15.1%
-92.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.1% | -13.2% | +13.2% | +4.0% |
| 30D | -10.8% | -18.6% | +7.7% | -6.8% |
| 3M | -33.8% | +18.9% | -52.7% | -40.3% |
| 6M | -16.1% | -11.0% | -5.2% | -17.8% |
| YTD | +13.4% | -29.9% | +43.3% | +22.1% |
| 1Y | -2.6% | -44.3% | +41.7% | +17.3% |
| 3Y | -70.3% | +51.7% | -121.9% | -81.4% |
| All | -77.3% | +15.1% | -92.3% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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