+11,799.4%
ENB vs GSK
+1,705.8%
+10,093.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.5% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | -2.2% | -2.2% | -0.1% | -1.9% |
| 3M | -10.5% | -1.8% | -8.7% | -10.3% |
| 6M | -5.1% | -10.6% | +5.5% | -3.3% |
| YTD | +9.0% | +4.4% | +4.5% | +7.4% |
| 1Y | +8.2% | +30.4% | -22.2% | +1.7% |
| 3Y | +67.8% | +60.1% | +7.7% | +49.8% |
| 5Y | +69.4% | +46.8% | +22.6% | +52.9% |
| 10Y | +117.5% | +79.2% | +38.3% | +89.0% |
| All | +11,799.4% | +1,705.8% | +10,093.5% | +8,910.1% |
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