+150.9%
GLD vs ENPH
+384.9%
-234.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.5% | -2.4% | +1.8% | -0.5% |
| 30D | +4.4% | -6.6% | +11.0% | +4.5% |
| 3M | -1.1% | -46.8% | +45.7% | -0.2% |
| 6M | -13.8% | -14.7% | +1.0% | -13.7% |
| YTD | +2.6% | +13.5% | -10.8% | +2.2% |
| 1Y | +24.5% | -0.4% | +24.9% | +24.2% |
| 3Y | +125.8% | -71.7% | +197.6% | +127.2% |
| 5Y | +137.8% | -79.1% | +216.9% | +139.1% |
| 10Y | +221.4% | +1,898.4% | -1,677.0% | +215.5% |
| All | +150.9% | +384.9% | -234.0% | +138.7% |
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