+16.6%
GS vs ENPH
-14.3%
+31.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.5% |
| 7D | -0.1% | -10.3% | +10.2% | +1.2% |
| 30D | +3.7% | -10.1% | +13.8% | +4.7% |
| 3M | -10.0% | -33.1% | +23.1% | -5.8% |
| 6M | -1.0% | -24.8% | +23.8% | +1.6% |
| YTD | +7.0% | -11.7% | +18.7% | +5.3% |
| 1Y | +16.6% | -8.2% | +24.9% | +12.9% |
| All | +16.6% | -14.3% | +31.0% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling