+248.5%
GLDM vs ENPH
+423.3%
-174.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -0.5% | -2.4% | +1.8% | -0.5% |
| 30D | +4.4% | -6.6% | +11.0% | +4.6% |
| 3M | -1.1% | -46.8% | +45.8% | +0.5% |
| 6M | -13.7% | -14.7% | +1.1% | -13.6% |
| YTD | +2.8% | +13.5% | -10.7% | +2.1% |
| 1Y | +24.8% | -0.4% | +25.3% | +24.2% |
| 3Y | +127.8% | -71.7% | +199.6% | +130.4% |
| 5Y | +141.1% | -79.1% | +220.2% | +143.5% |
| All | +248.5% | +423.3% | -174.8% | +241.5% |
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 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