+88.1%
GDX vs ENPH
+247.6%
-159.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.4% | -0.1% |
| 7D | -6.8% | -8.4% | +1.6% | -6.2% |
| 30D | -2.1% | -11.2% | +9.1% | -1.5% |
| 3M | -7.5% | -36.1% | +28.6% | -4.9% |
| 6M | -15.2% | -37.9% | +22.8% | -13.1% |
| YTD | -4.8% | -18.7% | +13.8% | -4.8% |
| 1Y | +6.7% | -9.8% | +16.6% | +6.1% |
| 3Y | +212.7% | -66.8% | +279.5% | +222.8% |
| 5Y | +151.7% | -89.6% | +241.3% | +171.6% |
| 10Y | +330.3% | +2,186.8% | -1,856.5% | +252.4% |
| All | +88.1% | +247.6% | -159.5% | +47.4% |
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