-20.1%
GFS vs ENPH
-66.2%
+46.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.1% |
| 7D | +7.4% | -8.4% | +15.8% | +9.5% |
| 30D | -15.3% | -11.2% | -4.1% | -13.4% |
| 3M | -21.1% | -36.1% | +15.0% | -13.5% |
| 6M | -44.5% | -37.9% | -6.6% | -38.3% |
| YTD | +19.2% | -18.7% | +37.9% | +23.1% |
| 1Y | +27.2% | -9.8% | +37.1% | +28.8% |
| 3Y | -20.1% | -66.8% | +46.7% | -13.9% |
| All | -20.1% | -66.2% | +46.1% | -13.9% |
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