+1,083.1%
GLW vs ENPH
+287.7%
+795.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.1% | +7.1% | +9.0% |
| 7D | -5.9% | +4.1% | -10.0% | -6.2% |
| 30D | -26.0% | -11.4% | -14.6% | -25.3% |
| 3M | -29.9% | -30.5% | +0.7% | -27.6% |
| 6M | -37.8% | -20.2% | -17.5% | -36.2% |
| YTD | +33.1% | -9.3% | +42.4% | +33.8% |
| 1Y | +36.8% | -3.8% | +40.6% | +36.9% |
| 3Y | +356.1% | -61.5% | +417.6% | +373.5% |
| 5Y | +243.8% | -87.9% | +331.7% | +281.4% |
| 10Y | +542.4% | +2,519.8% | -1,977.4% | +365.7% |
| All | +1,083.1% | +287.7% | +795.4% | +797.0% |
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