+44.8%
ENB vs GGLL
+188.6%
-143.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | -5.2% | +3.1% | -8.3% | -5.3% |
| 30D | +2.2% | -36.3% | +38.5% | +3.0% |
| 3M | -8.1% | -40.4% | +32.3% | -7.2% |
| 6M | -11.2% | -54.6% | +43.4% | -9.7% |
| YTD | +2.0% | -31.1% | +33.1% | +2.0% |
| 1Y | +4.1% | -19.2% | +23.3% | +3.2% |
| 3Y | +64.7% | +151.5% | -86.8% | +48.3% |
| All | +44.8% | +188.6% | -143.8% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling