-12.3%
GFS vs ENPH
-86.6%
+74.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.3% |
| 7D | -3.1% | +4.1% | -7.2% | -4.2% |
| 30D | -16.0% | -11.4% | -4.7% | -14.1% |
| 3M | -24.7% | -30.5% | +5.9% | -18.2% |
| 6M | -45.1% | -20.2% | -24.9% | -42.4% |
| YTD | +16.5% | -9.3% | +25.7% | +14.7% |
| 1Y | +19.3% | -3.8% | +23.1% | +15.5% |
| 3Y | -20.0% | -61.5% | +41.6% | -13.6% |
| 5Y | -32.0% | -87.9% | +55.8% | -15.2% |
| All | -12.3% | -86.6% | +74.2% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling