+53.9%
GD vs ENPH
-65.0%
+118.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -5.0% | +11.0% | -16.0% | -5.0% |
| 30D | +8.9% | -15.0% | +23.9% | +9.0% |
| 3M | -8.0% | -28.2% | +20.2% | -7.9% |
| 6M | +2.9% | -20.5% | +23.4% | +2.5% |
| YTD | +7.1% | -11.2% | +18.2% | +6.2% |
| 1Y | +5.9% | -8.7% | +14.6% | +5.0% |
| 3Y | +53.9% | -63.6% | +117.4% | +50.9% |
| All | +53.9% | -65.0% | +118.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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