+61.1%
ENB vs GNRC
-58.7%
+119.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.2% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | -5.9% | -15.7% | +9.9% | -4.7% |
| 3M | -14.2% | -27.3% | +13.1% | -12.4% |
| 6M | -8.6% | -12.1% | +3.5% | -8.5% |
| YTD | +3.9% | +37.1% | -33.2% | -0.6% |
| 1Y | +1.8% | -0.5% | +2.3% | +0.1% |
| 3Y | +68.5% | +61.5% | +7.0% | +54.4% |
| All | +61.1% | -58.7% | +119.8% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling