+243.0%
GS vs ENPH
-71.4%
+314.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.2% |
| 30D | -1.6% | -6.6% | +5.1% | -1.1% |
| 3M | -4.5% | -46.8% | +42.3% | +0.1% |
| 6M | +20.9% | -14.7% | +35.6% | +21.4% |
| YTD | +19.9% | +13.5% | +6.4% | +17.7% |
| 1Y | +41.4% | -0.4% | +41.8% | +39.5% |
| All | +243.0% | -71.4% | +314.4% | +251.4% |
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