+454.8%
GS vs ENPH
+2,567.9%
-2,113.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.1% | +2.5% | +4.5% |
| 7D | +0.8% | +4.1% | -3.3% | +0.4% |
| 30D | +1.2% | -11.4% | +12.6% | +2.1% |
| 3M | -12.4% | -30.5% | +18.1% | -9.7% |
| 6M | -2.3% | -20.2% | +17.9% | -1.4% |
| YTD | +4.6% | -9.3% | +13.9% | +3.2% |
| 1Y | +17.5% | -3.8% | +21.3% | +15.2% |
| 3Y | +202.0% | -61.5% | +263.5% | +208.1% |
| 5Y | +152.4% | -87.9% | +240.2% | +177.9% |
| All | +454.8% | +2,567.9% | -2,113.1% | +343.3% |
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