+457.2%
GS vs ENPH
+2,435.8%
-1,978.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.9% |
| 7D | +1.6% | -9.1% | +10.7% | +2.5% |
| 30D | +1.7% | -15.8% | +17.4% | +3.0% |
| 3M | -11.6% | -32.5% | +20.9% | -8.6% |
| 6M | -1.9% | -24.2% | +22.3% | -0.5% |
| YTD | +5.1% | -13.8% | +18.8% | +4.1% |
| 1Y | +16.4% | -15.8% | +32.3% | +15.5% |
| 3Y | +199.0% | -64.6% | +263.5% | +207.3% |
| 5Y | +157.4% | -88.1% | +245.5% | +183.9% |
| 10Y | +457.2% | +2,367.9% | -1,910.6% | +347.4% |
| All | +457.2% | +2,435.8% | -1,978.5% | +347.4% |
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