+59.6%
ENB vs GTLB
-50.8%
+110.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.6% |
| 7D | -0.3% | -6.6% | +6.3% | -0.2% |
| 30D | -1.1% | +13.7% | -14.8% | -1.5% |
| 3M | -8.5% | +52.9% | -61.4% | -9.6% |
| 6M | -4.5% | +88.5% | -93.0% | -6.5% |
| YTD | +9.1% | +23.4% | -14.4% | +8.2% |
| 1Y | +8.0% | -3.8% | +11.8% | +7.9% |
| 3Y | +77.8% | -11.5% | +89.3% | +75.8% |
| All | +59.6% | -50.8% | +110.5% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling