+11,039.2%
ENB vs GPC
+2,071.6%
+8,967.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -5.2% | +1.6% | -6.8% | -5.6% |
| 30D | +2.2% | -2.1% | +4.3% | +2.6% |
| 3M | -8.1% | -6.8% | -1.3% | -6.6% |
| 6M | -11.2% | +18.6% | -29.8% | -16.0% |
| YTD | +2.0% | +2.7% | -0.7% | -0.3% |
| 1Y | +4.1% | +1.8% | +2.3% | +1.8% |
| 3Y | +64.7% | +1.1% | +63.7% | +57.7% |
| 5Y | +46.6% | +4.1% | +42.5% | +37.5% |
| 10Y | +102.7% | +88.2% | +14.5% | +56.0% |
| All | +11,039.2% | +2,071.6% | +8,967.6% | +6,080.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling