+61.1%
ENB vs GME
-56.3%
+117.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.0% |
| 7D | -4.7% | +10.4% | -15.0% | -4.9% |
| 30D | -5.9% | +14.1% | -20.0% | -6.2% |
| 3M | -14.2% | -4.6% | -9.6% | -14.2% |
| 6M | -8.6% | -13.5% | +4.9% | -8.4% |
| YTD | +3.9% | +5.3% | -1.4% | +3.6% |
| 1Y | +1.8% | -14.9% | +16.7% | +2.0% |
| 3Y | +68.5% | +24.3% | +44.2% | +58.6% |
| All | +61.1% | -56.3% | +117.4% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling