+96.7%
GD vs ENB
+53.6%
+43.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -1.8% |
| 7D | -3.9% | -2.4% | -1.5% | -3.0% |
| 30D | +8.1% | +3.4% | +4.7% | +6.7% |
| 3M | -6.8% | -6.1% | -0.7% | -4.6% |
| 6M | +3.0% | -10.0% | +13.1% | +6.8% |
| YTD | +7.8% | +4.7% | +3.1% | +4.6% |
| 1Y | +5.8% | +7.5% | -1.7% | +1.4% |
| 3Y | +55.3% | +69.1% | -13.8% | +20.0% |
| 5Y | +96.7% | +50.4% | +46.3% | +64.8% |
| All | +96.7% | +53.6% | +43.1% | +64.8% |
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