+327.3%
GDX vs ENPH
+2,188.9%
-1,861.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -3.5% |
| 7D | -4.6% | -7.6% | +3.0% | -3.9% |
| 30D | -6.2% | -16.4% | +10.2% | -5.0% |
| 3M | -10.0% | -34.3% | +24.3% | -7.2% |
| 6M | -15.8% | -28.5% | +12.8% | -14.2% |
| YTD | -4.6% | -16.4% | +11.9% | -4.7% |
| 1Y | +4.0% | -12.8% | +16.8% | +3.5% |
| 3Y | +211.1% | -65.7% | +276.7% | +222.2% |
| 5Y | +152.3% | -89.4% | +241.6% | +175.5% |
| All | +327.3% | +2,188.9% | -1,861.6% | +303.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling