+53.5%
ENB vs GTLB
-49.8%
+103.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.9% | -3.9% |
| 7D | -4.6% | -4.1% | -0.5% | -4.5% |
| 30D | -5.2% | +12.3% | -17.5% | -5.5% |
| 3M | -13.4% | +65.9% | -79.3% | -14.7% |
| 6M | -7.8% | +104.0% | -111.8% | -10.0% |
| YTD | +4.9% | +26.0% | -21.1% | +4.0% |
| 1Y | +3.2% | -3.5% | +6.7% | +3.2% |
| 3Y | +71.0% | -9.6% | +80.6% | +68.9% |
| All | +53.5% | -49.8% | +103.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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