+53.9%
GD vs ENB
+63.8%
-9.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -5.0% | -5.2% | +0.2% | -3.7% |
| 30D | +8.9% | +2.2% | +6.7% | +8.4% |
| 3M | -8.0% | -8.1% | 0.0% | -6.2% |
| 6M | +2.9% | -11.2% | +14.1% | +5.5% |
| YTD | +7.1% | +2.0% | +5.1% | +5.4% |
| 1Y | +5.9% | +4.1% | +1.9% | +3.5% |
| 3Y | +53.9% | +64.7% | -10.9% | +35.6% |
| All | +53.9% | +63.8% | -9.9% | +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