+438.8%
GS vs ENPH
+2,128.2%
-1,689.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.6% |
| 7D | +5.9% | -8.4% | +14.3% | +6.7% |
| 30D | +4.3% | -11.2% | +15.5% | +5.2% |
| 3M | -11.7% | -36.1% | +24.4% | -8.2% |
| 6M | -3.2% | -37.9% | +34.8% | +0.1% |
| YTD | +5.8% | -18.7% | +24.5% | +5.4% |
| 1Y | +16.0% | -9.8% | +25.8% | +14.5% |
| 3Y | +199.8% | -66.8% | +266.6% | +210.0% |
| 5Y | +155.5% | -89.6% | +245.2% | +185.6% |
| All | +438.8% | +2,128.2% | -1,689.4% | +331.9% |
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