+444.9%
GS vs ENPH
+2,318.8%
-1,873.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.6% |
| 7D | -0.1% | -10.3% | +10.2% | +0.9% |
| 30D | +3.7% | -10.1% | +13.8% | +4.4% |
| 3M | -10.0% | -33.1% | +23.1% | -6.9% |
| 6M | -1.0% | -24.8% | +23.8% | +0.5% |
| YTD | +7.0% | -11.7% | +18.7% | +5.8% |
| 1Y | +16.6% | -8.2% | +24.9% | +14.9% |
| 3Y | +204.4% | -63.7% | +268.1% | +212.2% |
| 5Y | +160.0% | -88.7% | +248.7% | +188.3% |
| All | +444.9% | +2,318.8% | -1,873.9% | +333.4% |
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