+70.8%
GD vs ENB
+67.6%
+3.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -6.4% | -2.2% | -4.2% | -5.9% |
| 3M | +5.7% | -10.5% | +16.2% | +8.7% |
| 6M | -0.9% | -5.1% | +4.1% | 0.0% |
| YTD | +8.2% | +9.0% | -0.8% | +4.6% |
| 1Y | +13.4% | +8.2% | +5.2% | +9.9% |
| All | +70.8% | +67.6% | +3.2% | +42.3% |
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