+397.1%
ENB vs GNRC
+2,077.0%
-1,679.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | -0.3% | +3.2% | -3.5% | -0.8% |
| 30D | -1.1% | -9.5% | +8.4% | +0.3% |
| 3M | -8.5% | -28.5% | +20.1% | -4.6% |
| 6M | -4.5% | -10.0% | +5.4% | -4.6% |
| YTD | +9.1% | +36.7% | -27.7% | +1.5% |
| 1Y | +8.0% | +2.6% | +5.4% | +4.5% |
| 3Y | +77.8% | +61.9% | +15.9% | +55.0% |
| 5Y | +69.4% | -59.0% | +128.4% | +78.2% |
| 10Y | +100.5% | +444.8% | -344.3% | +21.3% |
| All | +397.1% | +2,077.0% | -1,679.9% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling