+128.8%
GDX vs ENPH
+384.9%
-256.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.4% | -2.4% | +2.0% | -0.2% |
| 30D | +18.6% | -6.6% | +25.2% | +19.2% |
| 3M | +14.9% | -46.8% | +61.7% | +19.5% |
| 6M | -6.3% | -14.7% | +8.5% | -6.0% |
| YTD | +15.7% | +13.5% | +2.2% | +13.5% |
| 1Y | +54.8% | -0.4% | +55.3% | +52.7% |
| 3Y | +253.4% | -71.7% | +325.2% | +266.8% |
| 5Y | +219.7% | -79.1% | +298.8% | +230.9% |
| 10Y | +300.2% | +1,898.4% | -1,598.1% | +226.9% |
| All | +128.8% | +384.9% | -256.2% | +75.7% |
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