+165.2%
GD vs ENB
+109.5%
+55.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +2.7% | +3.1% | -0.5% | +1.4% |
| 30D | +8.6% | +2.1% | +6.5% | +7.7% |
| 3M | -7.1% | -4.4% | -2.6% | -5.4% |
| 6M | +7.5% | -10.1% | +17.5% | +11.7% |
| YTD | +9.9% | +5.2% | +4.7% | +6.8% |
| 1Y | +7.6% | +4.2% | +3.3% | +4.8% |
| 3Y | +56.2% | +70.1% | -13.9% | +22.7% |
| 5Y | +100.6% | +59.4% | +41.2% | +60.9% |
| All | +165.2% | +109.5% | +55.7% | +80.7% |
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