+69.2%
ENB vs GGLL
+172.3%
-103.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.5% |
| 7D | 0.0% | +11.5% | -11.5% | +0.1% |
| 30D | +1.4% | -31.2% | +32.6% | +1.1% |
| 3M | -5.2% | -28.7% | +23.5% | -5.4% |
| 6M | -9.9% | -47.2% | +37.3% | -10.1% |
| YTD | +4.7% | -24.3% | +28.9% | +4.5% |
| 1Y | +2.8% | -12.0% | +14.8% | +2.5% |
| All | +69.2% | +172.3% | -103.0% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling