+2,074.6%
ENB vs GRMN
+6,905.4%
-4,830.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.8% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +1.4% | +3.5% | -2.2% | +0.7% |
| 3M | -5.2% | -7.3% | +2.1% | -4.2% |
| 6M | -9.9% | +21.8% | -31.7% | -13.3% |
| YTD | +4.7% | +42.8% | -38.1% | -2.3% |
| 1Y | +2.8% | +46.5% | -43.7% | -4.5% |
| 3Y | +71.3% | +158.3% | -87.0% | +41.5% |
| 5Y | +58.6% | +122.6% | -64.0% | +33.2% |
| 10Y | +108.5% | +638.0% | -529.6% | +45.8% |
| All | +2,074.6% | +6,905.4% | -4,830.7% | +1,181.5% |
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