+11,799.4%
ENB vs GAP
+2,258.2%
+9,541.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -0.2% | -4.5% | +4.3% | +0.2% |
| 30D | -2.2% | +9.0% | -11.3% | -3.3% |
| 3M | -10.5% | +5.0% | -15.5% | -11.2% |
| 6M | -5.1% | -17.8% | +12.7% | -3.8% |
| YTD | +9.0% | -10.4% | +19.4% | +9.2% |
| 1Y | +8.2% | -3.4% | +11.6% | +7.2% |
| 3Y | +67.8% | +111.5% | -43.7% | +46.7% |
| 5Y | +69.4% | +8.8% | +60.6% | +54.4% |
| 10Y | +117.5% | +32.9% | +84.6% | +79.6% |
| All | +11,799.4% | +2,258.2% | +9,541.1% | +7,986.5% |
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