+111.5%
ENB vs GSK
+103.7%
+7.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -1.8% | -1.1% | -0.7% | -1.4% |
| 30D | +2.0% | +7.8% | -5.8% | -0.8% |
| 3M | -5.8% | +0.3% | -6.1% | -6.3% |
| 6M | -9.7% | +3.4% | -13.1% | -11.4% |
| YTD | +4.2% | +5.9% | -1.7% | +0.5% |
| 1Y | +3.2% | +8.2% | -5.0% | -1.4% |
| 3Y | +70.6% | +65.3% | +5.3% | +31.9% |
| 5Y | +55.1% | +43.3% | +11.8% | +25.6% |
| All | +111.5% | +103.7% | +7.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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