+204.3%
GLDM vs ENPH
+285.3%
-81.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.4% | +2.6% | -2.6% |
| 7D | -5.5% | -7.6% | +2.1% | -5.3% |
| 30D | -7.0% | -16.4% | +9.4% | -6.6% |
| 3M | -12.3% | -34.3% | +22.0% | -11.3% |
| 6M | -17.9% | -28.5% | +10.6% | -17.4% |
| YTD | -10.3% | -16.4% | +6.2% | -10.2% |
| 1Y | -7.8% | -12.8% | +5.0% | -7.8% |
| 3Y | +99.5% | -65.7% | +165.1% | +101.6% |
| 5Y | +106.5% | -89.4% | +195.8% | +111.8% |
| All | +204.3% | +285.3% | -81.1% | +200.5% |
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