+816.9%
GS vs ENPH
+286.3%
+530.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.2% | +1.8% | -5.7% |
| 7D | -6.3% | +12.0% | -18.4% | -7.3% |
| 30D | -3.1% | -14.6% | +11.4% | -2.1% |
| 3M | -17.7% | -25.6% | +8.0% | -15.9% |
| 6M | -4.6% | -19.6% | +15.0% | -3.8% |
| YTD | +0.3% | -9.6% | +9.9% | -0.9% |
| 1Y | +11.7% | -10.0% | +21.8% | +10.3% |
| 3Y | +183.6% | -64.2% | +247.7% | +190.8% |
| 5Y | +141.0% | -87.8% | +228.8% | +162.7% |
| 10Y | +507.4% | +2,376.1% | -1,868.6% | +321.3% |
| All | +816.9% | +286.3% | +530.6% | +553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling