-2.7%
GFS vs ENPH
-82.0%
+79.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.0% | -2.0% |
| 7D | +2.6% | +9.3% | -6.6% | +0.2% |
| 30D | -16.4% | -7.3% | -9.1% | -14.8% |
| 3M | -41.6% | -31.7% | -9.9% | -35.7% |
| 6M | -3.7% | -3.5% | -0.2% | -3.5% |
| YTD | +29.3% | +21.2% | +8.2% | +19.4% |
| 1Y | +37.1% | +0.1% | +37.1% | +31.4% |
| 3Y | -22.1% | -67.7% | +45.6% | -9.7% |
| All | -2.7% | -82.0% | +79.4% | +13.5% |
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