+60.2%
GIS vs ENPH
+417.7%
-357.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.3% | -1.6% |
| 7D | -8.3% | +9.3% | -17.5% | -8.3% |
| 30D | +2.2% | -7.3% | +9.4% | +2.2% |
| 3M | +15.7% | -31.7% | +47.4% | +16.0% |
| 6M | -12.0% | -3.5% | -8.5% | -12.2% |
| YTD | -15.0% | +21.2% | -36.1% | -15.5% |
| 1Y | -20.1% | +0.1% | -20.2% | -20.5% |
| 3Y | -34.6% | -67.7% | +33.1% | -34.5% |
| 5Y | -22.8% | -76.2% | +53.4% | -22.8% |
| 10Y | -18.5% | +2,057.2% | -2,075.7% | -25.6% |
| All | +60.2% | +417.7% | -357.5% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling