+353.2%
GM vs ENPH
+391.5%
-38.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.8% |
| 7D | -1.1% | +1.5% | -2.6% | -1.3% |
| 30D | -3.4% | -12.9% | +9.4% | -2.1% |
| 3M | +8.7% | -27.1% | +35.8% | +11.7% |
| 6M | +15.4% | -15.4% | +30.9% | +15.5% |
| YTD | +6.6% | +15.0% | -8.4% | +2.4% |
| 1Y | +51.5% | -0.7% | +52.2% | +47.0% |
| 3Y | +169.3% | -69.3% | +238.7% | +183.1% |
| 5Y | +81.6% | -76.7% | +158.3% | +91.3% |
| 10Y | +240.7% | +1,947.8% | -1,707.1% | +142.9% |
| All | +353.2% | +391.5% | -38.2% | +217.7% |
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