+2,105.4%
ENB vs GME
+1,082.6%
+1,022.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | +7.2% | -7.4% | -0.5% |
| 30D | -2.2% | +0.8% | -3.0% | -2.3% |
| 3M | -10.5% | -14.0% | +3.5% | -10.0% |
| 6M | -5.1% | -19.7% | +14.7% | -4.4% |
| YTD | +9.0% | -4.6% | +13.5% | +8.9% |
| 1Y | +8.2% | -14.3% | +22.6% | +8.5% |
| 3Y | +67.8% | +4.0% | +63.7% | +58.1% |
| 5Y | +69.4% | -62.2% | +131.6% | +61.9% |
| 10Y | +117.5% | +241.4% | -123.8% | +22.2% |
| All | +2,105.4% | +1,082.6% | +1,022.7% | +1,008.3% |
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