-8.1%
GLD vs ENPH
-14.0%
+5.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -2.4% |
| 7D | -5.5% | -7.6% | +2.1% | -4.9% |
| 30D | -7.0% | -16.4% | +9.4% | -5.9% |
| 3M | -12.4% | -34.3% | +22.0% | -9.8% |
| 6M | -18.0% | -28.5% | +10.5% | -16.7% |
| YTD | -10.5% | -16.4% | +6.0% | -9.6% |
| 1Y | -8.1% | -12.8% | +4.7% | -7.8% |
| All | -8.1% | -14.0% | +5.9% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling