+88.5%
ENB vs GNRC
+448.8%
-360.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.4% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | -5.9% | -15.7% | +9.9% | -3.7% |
| 3M | -14.2% | -27.3% | +13.1% | -10.9% |
| 6M | -8.6% | -12.1% | +3.5% | -8.3% |
| YTD | +3.9% | +37.1% | -33.2% | -3.3% |
| 1Y | +1.8% | -0.5% | +2.3% | -1.0% |
| 3Y | +68.5% | +61.5% | +7.0% | +46.6% |
| 5Y | +62.4% | -58.6% | +121.0% | +76.1% |
| All | +88.5% | +448.8% | -360.3% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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