+142.5%
GLD vs ENPH
-78.8%
+221.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | -2.4% | +1.8% | -0.4% |
| 30D | +4.4% | -6.6% | +11.0% | +4.6% |
| 3M | -1.1% | -46.8% | +45.7% | +0.9% |
| 6M | -13.8% | -14.7% | +1.0% | -13.6% |
| YTD | +2.6% | +13.5% | -10.8% | +1.9% |
| 1Y | +24.5% | -0.4% | +24.9% | +23.8% |
| 3Y | +125.8% | -71.7% | +197.6% | +128.7% |
| All | +142.5% | -78.8% | +221.3% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling