+572.5%
GD vs ENPH
+279.6%
+292.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -5.0% | +11.0% | -16.0% | -5.5% |
| 30D | +8.9% | -15.0% | +23.9% | +9.6% |
| 3M | -8.0% | -28.2% | +20.2% | -6.9% |
| 6M | +2.9% | -20.5% | +23.4% | +2.9% |
| YTD | +7.1% | -11.2% | +18.2% | +5.8% |
| 1Y | +5.9% | -8.7% | +14.6% | +4.4% |
| 3Y | +53.9% | -63.6% | +117.4% | +54.9% |
| 5Y | +95.4% | -88.0% | +183.4% | +104.8% |
| 10Y | +193.5% | +2,333.3% | -2,139.8% | +128.1% |
| All | +572.5% | +279.6% | +292.9% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling