+526.0%
GLW vs ENPH
+2,128.2%
-1,602.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.7% | -4.0% |
| 7D | +7.7% | -8.4% | +16.2% | +8.9% |
| 30D | -18.8% | -11.2% | -7.7% | -17.9% |
| 3M | -27.7% | -36.1% | +8.3% | -24.2% |
| 6M | -44.4% | -37.9% | -6.5% | -41.2% |
| YTD | +31.3% | -18.7% | +49.9% | +34.2% |
| 1Y | +40.0% | -9.8% | +49.9% | +41.7% |
| 3Y | +339.2% | -66.8% | +406.0% | +367.0% |
| 5Y | +229.2% | -89.6% | +318.8% | +278.7% |
| All | +526.0% | +2,128.2% | -1,602.2% | +403.9% |
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