+576.8%
GD vs ENPH
+286.3%
+290.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.8% | -2.0% |
| 7D | -3.9% | +12.0% | -15.9% | -4.4% |
| 30D | +8.1% | -14.6% | +22.6% | +8.7% |
| 3M | -6.8% | -25.6% | +18.9% | -5.7% |
| 6M | +3.0% | -19.6% | +22.6% | +3.0% |
| YTD | +7.8% | -9.6% | +17.4% | +6.4% |
| 1Y | +5.8% | -10.0% | +15.8% | +4.4% |
| 3Y | +55.3% | -64.2% | +119.5% | +56.5% |
| 5Y | +96.7% | -87.8% | +184.5% | +106.0% |
| 10Y | +195.4% | +2,376.1% | -2,180.7% | +129.4% |
| All | +576.8% | +286.3% | +290.5% | +428.5% |
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