+54.7%
ENB vs GGLL
+328.7%
-274.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.8% |
| 7D | -0.2% | -4.8% | +4.6% | -0.1% |
| 30D | -2.2% | -13.7% | +11.5% | -1.9% |
| 3M | -10.5% | -21.9% | +11.3% | -10.0% |
| 6M | -5.1% | +11.7% | -16.7% | -5.8% |
| YTD | +9.0% | +2.3% | +6.7% | +8.3% |
| 1Y | +8.2% | +76.2% | -68.0% | +4.7% |
| 3Y | +67.8% | +245.0% | -177.2% | +51.1% |
| All | +54.7% | +328.7% | -274.0% | +35.6% |
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 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