-7.8%
GFS vs ENPH
-87.6%
+79.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | +0.8% |
| 7D | +17.2% | -7.6% | +24.8% | +19.5% |
| 30D | -8.7% | -16.4% | +7.7% | -5.3% |
| 3M | -19.7% | -34.3% | +14.7% | -11.5% |
| 6M | -40.7% | -28.5% | -12.1% | -36.1% |
| YTD | +22.5% | -16.4% | +39.0% | +23.1% |
| 1Y | +25.2% | -12.8% | +38.0% | +24.4% |
| 3Y | -17.7% | -65.7% | +48.0% | -8.4% |
| 5Y | -23.5% | -89.4% | +65.8% | -2.4% |
| All | -7.8% | -87.6% | +79.8% | +17.1% |
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