+486.7%
GS vs ENPH
+2,272.5%
-1,785.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.2% |
| 7D | -3.2% | +11.0% | -14.2% | -4.2% |
| 30D | -2.4% | -15.0% | +12.6% | -1.2% |
| 3M | -15.7% | -28.2% | +12.5% | -13.4% |
| 6M | -6.8% | -20.5% | +13.7% | -5.9% |
| YTD | -0.1% | -11.2% | +11.1% | -1.2% |
| 1Y | +12.1% | -8.7% | +20.8% | +10.4% |
| 3Y | +185.8% | -63.6% | +249.4% | +193.0% |
| 5Y | +140.1% | -88.0% | +228.1% | +164.5% |
| All | +486.7% | +2,272.5% | -1,785.8% | +384.2% |
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