+11,281.5%
ENB vs GSK
+1,731.5%
+9,549.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.6% |
| 30D | +2.0% | +7.8% | -5.8% | +0.4% |
| 3M | -5.8% | +0.3% | -6.1% | -6.1% |
| 6M | -9.7% | +3.4% | -13.1% | -10.6% |
| YTD | +4.2% | +5.9% | -1.7% | +2.3% |
| 1Y | +3.2% | +8.2% | -5.0% | +0.9% |
| 3Y | +70.6% | +65.3% | +5.3% | +51.2% |
| 5Y | +55.1% | +43.3% | +11.8% | +40.5% |
| 10Y | +107.6% | +102.9% | +4.7% | +76.5% |
| All | +11,281.5% | +1,731.5% | +9,549.9% | +8,481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling