+76.9%
ENB vs GTLB
-12.2%
+89.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.7% |
| 7D | -0.3% | -6.6% | +6.3% | -0.4% |
| 30D | -1.1% | +13.7% | -14.8% | -1.0% |
| 3M | -8.5% | +52.9% | -61.4% | -8.2% |
| 6M | -4.5% | +88.5% | -93.0% | -4.4% |
| YTD | +9.1% | +23.4% | -14.4% | +9.7% |
| 1Y | +8.0% | -3.8% | +11.8% | +8.9% |
| All | +76.9% | -12.2% | +89.1% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling