+642.6%
GS vs ENPH
+2,033.5%
-1,391.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.8% |
| 7D | +3.4% | +9.3% | -5.9% | +2.5% |
| 30D | +0.2% | -7.3% | +7.5% | +0.8% |
| 3M | -0.3% | -31.7% | +31.4% | +2.8% |
| 6M | +27.4% | -3.5% | +30.8% | +26.3% |
| YTD | +19.6% | +21.2% | -1.5% | +15.4% |
| 1Y | +42.5% | +0.1% | +42.4% | +39.1% |
| 3Y | +240.4% | -67.7% | +308.1% | +253.3% |
| 5Y | +188.9% | -76.2% | +265.1% | +198.5% |
| 10Y | +642.6% | +2,057.2% | -1,414.7% | +503.7% |
| All | +642.6% | +2,033.5% | -1,391.0% | +503.7% |
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