+220.4%
GDXJ vs ENPH
-77.1%
+297.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.2% |
| 7D | -2.8% | -0.1% | -2.8% | -2.9% |
| 30D | +5.0% | -10.8% | +15.8% | +6.5% |
| 3M | +24.1% | -33.8% | +57.9% | +30.1% |
| 6M | -7.4% | -16.1% | +8.8% | -6.6% |
| YTD | +10.2% | +13.4% | -3.2% | +6.2% |
| 1Y | +42.5% | -2.6% | +45.1% | +39.2% |
| 3Y | +285.7% | -70.3% | +356.0% | +315.4% |
| All | +220.4% | -77.1% | +297.6% | +251.2% |
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