+98.3%
ENB vs GPC
+93.7%
+4.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.4% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +1.7% | -1.1% | +2.8% | +1.9% |
| 3M | -6.3% | -6.6% | +0.3% | -4.6% |
| 6M | -9.2% | +22.2% | -31.4% | -15.8% |
| YTD | +3.1% | +5.1% | -2.0% | -0.4% |
| 1Y | +3.4% | +2.8% | +0.6% | +0.4% |
| 3Y | +68.9% | +2.4% | +66.6% | +58.9% |
| 5Y | +51.7% | +7.8% | +43.9% | +36.5% |
| 10Y | +98.3% | +87.2% | +11.1% | +39.6% |
| All | +98.3% | +93.7% | +4.6% | +39.6% |
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