-24.9%
GFS vs ENPH
-65.0%
+40.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +6.6% |
| 7D | -7.8% | +11.0% | -18.8% | -10.1% |
| 30D | -19.7% | -15.0% | -4.6% | -17.3% |
| 3M | -23.1% | -28.2% | +5.1% | -17.9% |
| 6M | -46.4% | -20.5% | -25.9% | -43.3% |
| YTD | +11.0% | -11.2% | +22.2% | +12.4% |
| 1Y | +12.6% | -8.7% | +21.3% | +13.2% |
| 3Y | -24.9% | -63.6% | +38.6% | -24.5% |
| All | -24.9% | -65.0% | +40.1% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling