+14.5%
GS vs ENPH
-16.3%
+30.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +1.1% |
| 7D | +1.6% | -9.1% | +10.7% | +2.8% |
| 30D | +1.7% | -15.8% | +17.4% | +3.5% |
| 3M | -11.6% | -32.5% | +20.9% | -7.6% |
| 6M | -1.9% | -24.2% | +22.3% | +0.7% |
| YTD | +5.1% | -13.8% | +18.8% | +3.7% |
| All | +14.5% | -16.3% | +30.9% | +11.2% |
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