+55.9%
ENB vs GGLL
+328.4%
-272.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.5% | +1.9% | -2.3% | -0.5% |
| 30D | -0.2% | -9.7% | +9.5% | 0.0% |
| 3M | -7.5% | -18.0% | +10.5% | -7.1% |
| 6M | -4.1% | +15.3% | -19.4% | -5.0% |
| YTD | +9.8% | +2.2% | +7.6% | +9.1% |
| 1Y | +8.7% | +73.1% | -64.4% | +5.3% |
| 3Y | +79.0% | +242.7% | -163.7% | +61.3% |
| All | +55.9% | +328.4% | -272.5% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling