+150.7%
GDX vs ENPH
-89.7%
+240.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | +0.1% |
| 7D | -6.8% | -8.4% | +1.6% | -5.8% |
| 30D | -2.1% | -11.2% | +9.1% | -1.1% |
| 3M | -7.5% | -36.1% | +28.6% | -3.2% |
| 6M | -15.2% | -37.9% | +22.8% | -11.6% |
| YTD | -4.8% | -18.7% | +13.8% | -4.6% |
| 1Y | +6.7% | -9.8% | +16.6% | +5.8% |
| 3Y | +212.7% | -66.8% | +279.5% | +230.7% |
| All | +150.7% | -89.7% | +240.4% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling