+3.2%
ENB vs GAP
-9.4%
+12.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.8% |
| 7D | -4.6% | -6.3% | +1.8% | -4.6% |
| 30D | -5.2% | -0.2% | -5.0% | -5.2% |
| 3M | -13.4% | 0.0% | -13.4% | -13.3% |
| 6M | -7.8% | -8.1% | +0.3% | -7.7% |
| YTD | +4.9% | -16.5% | +21.4% | +4.6% |
| 1Y | +3.2% | -10.5% | +13.7% | +2.6% |
| All | +3.2% | -9.4% | +12.6% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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