+59.3%
ENB vs GTLB
-62.5%
+121.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.5% |
| 7D | +3.1% | -0.7% | +3.9% | +3.1% |
| 30D | +2.1% | -10.2% | +12.3% | +2.4% |
| 3M | -4.4% | +10.1% | -14.5% | -4.8% |
| 6M | -10.1% | +116.5% | -126.5% | -12.3% |
| YTD | +5.2% | +27.2% | -22.0% | +4.1% |
| 1Y | +4.2% | +8.6% | -4.3% | +3.8% |
| 3Y | +70.1% | +5.6% | +64.5% | +66.8% |
| All | +59.3% | -62.5% | +121.9% | +50.8% |
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