+100.5%
ENB vs GPC
+83.6%
+16.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.9% |
| 7D | -0.3% | -0.6% | +0.3% | -0.2% |
| 30D | -1.1% | +1.3% | -2.4% | -1.6% |
| 3M | -8.5% | +37.1% | -45.6% | -17.8% |
| 6M | -4.5% | +23.2% | -27.7% | -11.6% |
| YTD | +9.1% | +13.1% | -4.0% | +3.2% |
| 1Y | +8.0% | +0.9% | +7.1% | +6.0% |
| 3Y | +77.8% | -0.8% | +78.6% | +70.0% |
| 5Y | +69.4% | +31.1% | +38.2% | +41.8% |
| 10Y | +100.5% | +87.4% | +13.1% | +37.0% |
| All | +100.5% | +83.6% | +16.9% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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