+62.2%
GDXJ vs ENPH
+389.6%
-327.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.8% | +1.8% |
| 7D | +0.9% | +3.4% | -2.4% | +0.6% |
| 30D | +8.8% | -10.3% | +19.1% | +9.8% |
| 3M | +29.8% | -31.4% | +61.2% | +33.8% |
| 6M | -5.8% | -10.1% | +4.3% | -5.9% |
| YTD | +13.6% | +14.6% | -1.0% | +10.6% |
| 1Y | +54.5% | -3.2% | +57.7% | +52.0% |
| 3Y | +301.4% | -69.5% | +370.8% | +320.0% |
| 5Y | +236.3% | -77.2% | +313.6% | +251.2% |
| 10Y | +240.1% | +1,940.0% | -1,699.9% | +163.9% |
| All | +62.2% | +389.6% | -327.4% | +19.6% |
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