+19,778.3%
GD vs ENB
+11,329.0%
+8,449.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 6M | +3.0% | -10.0% | +13.1% | +5.6% |
| YTD | +7.8% | +4.7% | +3.1% | +6.1% |
| 1Y | +5.8% | +7.5% | -1.7% | +3.4% |
| 3Y | +55.3% | +69.1% | -13.8% | +34.4% |
| 5Y | +96.7% | +50.4% | +46.3% | +74.9% |
| 10Y | +195.4% | +108.0% | +87.4% | +137.0% |
| All | +19,778.3% | +11,329.0% | +8,449.3% | +11,660.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling