+11,224.5%
ENB vs GAP
+2,131.7%
+9,092.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.7% | -1.9% | +3.6% | +1.9% |
| 30D | +0.7% | -7.1% | +7.7% | +1.3% |
| 3M | -5.8% | +4.1% | -9.9% | -6.5% |
| 6M | -11.3% | +1.9% | -13.2% | -12.0% |
| YTD | +3.7% | -15.2% | +18.9% | +4.3% |
| 1Y | +2.8% | -10.6% | +13.4% | +2.6% |
| 3Y | +67.7% | +74.6% | -6.9% | +49.8% |
| 5Y | +57.1% | +3.7% | +53.5% | +43.9% |
| 10Y | +106.6% | +2.4% | +104.1% | +74.5% |
| All | +11,224.5% | +2,131.7% | +9,092.8% | +7,625.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling