+198.8%
GS vs ENPH
-65.3%
+264.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -1.0% |
| 7D | +5.1% | -7.6% | +12.7% | +5.8% |
| 30D | +2.4% | -16.4% | +18.8% | +3.8% |
| 3M | -11.5% | -34.3% | +22.8% | -8.6% |
| 6M | -2.5% | -28.5% | +26.0% | -0.3% |
| YTD | +5.5% | -16.4% | +21.9% | +6.2% |
| 1Y | +11.0% | -12.8% | +23.8% | +11.5% |
| All | +198.8% | -65.3% | +264.1% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling