+69.4%
ENB vs GAP
+6.6%
+62.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.3% |
| 7D | -0.3% | -3.2% | +2.9% | -0.1% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -8.5% | -0.5% | -8.0% | -8.6% |
| 6M | -4.5% | -5.0% | +0.4% | -4.6% |
| YTD | +9.1% | -14.7% | +23.8% | +9.6% |
| 1Y | +8.0% | -8.6% | +16.6% | +7.6% |
| 3Y | +77.8% | +108.4% | -30.5% | +55.7% |
| 5Y | +69.4% | +5.8% | +63.6% | +48.1% |
| All | +69.4% | +6.6% | +62.8% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling