+54.9%
GD vs ENB
+68.0%
-13.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -2.0% |
| 7D | -3.9% | -2.4% | -1.5% | -3.3% |
| 30D | +8.1% | +3.4% | +4.7% | +7.2% |
| 3M | -6.8% | -6.1% | -0.7% | -5.4% |
| 6M | +3.0% | -10.0% | +13.1% | +5.3% |
| YTD | +7.8% | +4.7% | +3.1% | +5.4% |
| 1Y | +5.8% | +7.5% | -1.7% | +2.5% |
| All | +54.9% | +68.0% | -13.2% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling