+11,813.6%
ENB vs GFI
+682.6%
+11,131.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | +4.7% | -5.0% | -0.6% |
| 30D | -1.1% | +14.4% | -15.5% | -1.9% |
| 3M | -8.5% | +32.5% | -41.0% | -10.3% |
| 6M | -4.5% | -7.2% | +2.6% | -4.7% |
| YTD | +9.1% | +10.9% | -1.8% | +7.5% |
| 1Y | +8.0% | +35.5% | -27.5% | +4.7% |
| 3Y | +77.8% | +312.1% | -234.3% | +59.3% |
| 5Y | +69.4% | +524.6% | -455.2% | +46.0% |
| 10Y | +100.5% | +1,092.7% | -992.3% | +59.6% |
| All | +11,813.6% | +682.6% | +11,131.0% | +8,742.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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