+204.7%
GLDM vs ENPH
+275.1%
-70.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -4.6% | -8.4% | +3.8% | -4.4% |
| 30D | -5.5% | -11.2% | +5.7% | -5.2% |
| 3M | -10.9% | -36.1% | +25.2% | -9.8% |
| 6M | -17.3% | -37.9% | +20.6% | -16.5% |
| YTD | -10.2% | -18.7% | +8.5% | -10.0% |
| 1Y | -6.9% | -9.8% | +2.9% | -7.0% |
| 3Y | +98.7% | -66.8% | +165.5% | +101.0% |
| 5Y | +106.7% | -89.6% | +196.4% | +112.3% |
| All | +204.7% | +275.1% | -70.5% | +201.1% |
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