+170.6%
GD vs ENB
+102.5%
+68.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +0.6% | -1.8% | +2.4% | +1.4% |
| 30D | +9.5% | +2.0% | +7.4% | +8.6% |
| 3M | -5.8% | -5.8% | 0.0% | -3.6% |
| 6M | +7.7% | -9.7% | +17.4% | +11.8% |
| YTD | +11.1% | +4.2% | +6.8% | +8.3% |
| 1Y | +6.1% | +3.2% | +2.9% | +3.8% |
| 3Y | +59.8% | +70.6% | -10.8% | +25.4% |
| 5Y | +104.6% | +55.1% | +49.5% | +66.0% |
| 10Y | +170.6% | +107.6% | +63.0% | +85.1% |
| All | +170.6% | +102.5% | +68.1% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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