+218.2%
GLD vs ENPH
+1,928.7%
-1,710.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.0% |
| 7D | +0.1% | +3.4% | -3.2% | 0.0% |
| 30D | +0.2% | -10.3% | +10.5% | +0.4% |
| 3M | +3.2% | -31.4% | +34.6% | +4.0% |
| 6M | -14.6% | -10.1% | -4.5% | -14.7% |
| YTD | +1.8% | +14.6% | -12.8% | +1.1% |
| 1Y | +20.7% | -3.2% | +24.0% | +20.2% |
| 3Y | +126.5% | -69.5% | +196.0% | +128.3% |
| 5Y | +140.0% | -77.2% | +217.3% | +141.7% |
| 10Y | +218.2% | +1,940.0% | -1,721.8% | +204.1% |
| All | +218.2% | +1,928.7% | -1,710.5% | +204.1% |
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