+93.8%
GD vs ENB
+46.5%
+47.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.3% |
| 7D | -5.0% | -5.2% | +0.2% | -3.0% |
| 30D | +8.9% | +2.2% | +6.7% | +8.0% |
| 3M | -8.0% | -8.1% | 0.0% | -5.1% |
| 6M | +2.9% | -11.2% | +14.1% | +7.2% |
| YTD | +7.1% | +2.0% | +5.1% | +4.9% |
| 1Y | +5.9% | +4.1% | +1.9% | +2.8% |
| 3Y | +53.9% | +64.7% | -10.9% | +19.8% |
| All | +93.8% | +46.5% | +47.3% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling