+2,164.1%
ENB vs GRMN
+6,655.2%
-4,491.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.2% | -2.9% | +2.6% | +0.2% |
| 30D | -2.2% | -8.4% | +6.2% | -0.9% |
| 3M | -10.5% | +15.0% | -25.5% | -12.9% |
| 6M | -5.1% | +11.2% | -16.3% | -7.2% |
| YTD | +9.0% | +37.7% | -28.7% | +2.6% |
| 1Y | +8.2% | +18.5% | -10.3% | +4.1% |
| 3Y | +67.8% | +175.8% | -108.0% | +37.1% |
| 5Y | +69.4% | +75.1% | -5.7% | +48.0% |
| 10Y | +117.5% | +637.0% | -519.5% | +52.6% |
| All | +2,164.1% | +6,655.2% | -4,491.1% | +1,244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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