+2,028.9%
ENB vs GME
+1,495.6%
+533.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.5% |
| 7D | +3.1% | +2.9% | +0.2% | +3.0% |
| 30D | +2.1% | -4.8% | +6.9% | +2.3% |
| 3M | -4.4% | +39.2% | -43.6% | -5.7% |
| 6M | -10.1% | +17.1% | -27.1% | -10.7% |
| YTD | +5.2% | +28.7% | -23.6% | +3.8% |
| 1Y | +4.2% | +23.3% | -19.1% | +3.0% |
| 3Y | +70.1% | +112.9% | -42.8% | +55.4% |
| 5Y | +59.4% | -48.8% | +108.2% | +50.6% |
| 10Y | +109.5% | +478.2% | -368.6% | +12.9% |
| All | +2,028.9% | +1,495.6% | +533.4% | +956.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling