+225.3%
GLDM vs ENPH
+318.4%
-93.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.3% | +1.8% |
| 7D | +5.0% | +4.1% | +0.9% | +4.8% |
| 30D | -1.3% | -11.4% | +10.1% | -1.1% |
| 3M | -4.7% | -30.5% | +25.8% | -3.8% |
| 6M | -12.4% | -20.2% | +7.8% | -12.1% |
| YTD | -4.1% | -9.3% | +5.2% | -4.2% |
| 1Y | +3.3% | -3.8% | +7.1% | +3.0% |
| 3Y | +110.9% | -61.5% | +172.5% | +112.6% |
| 5Y | +124.8% | -87.9% | +212.6% | +129.8% |
| All | +225.3% | +318.4% | -93.1% | +220.5% |
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 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