+90.4%
ENB vs GME
+271.8%
-181.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.4% | -3.9% |
| 7D | -4.6% | +6.0% | -10.6% | -4.7% |
| 30D | -5.2% | +8.3% | -13.6% | -5.4% |
| 3M | -13.4% | -9.1% | -4.3% | -13.3% |
| 6M | -7.8% | -16.3% | +8.5% | -7.6% |
| YTD | +4.9% | +1.5% | +3.3% | +4.7% |
| 1Y | +3.2% | -16.3% | +19.6% | +3.5% |
| 3Y | +71.0% | +15.1% | +55.8% | +65.5% |
| 5Y | +64.0% | -57.2% | +121.2% | +59.7% |
| All | +90.4% | +271.8% | -181.4% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling