+152.0%
GE vs ENB
+98.3%
+53.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -11.3% | -1.1% | -10.2% | -10.7% |
| 3M | -1.4% | -8.5% | +7.1% | +3.2% |
| 6M | +1.2% | -4.5% | +5.8% | +3.0% |
| YTD | +5.9% | +9.1% | -3.2% | -0.8% |
| 1Y | +18.4% | +8.0% | +10.4% | +11.3% |
| 3Y | +271.0% | +77.8% | +193.2% | +153.4% |
| 5Y | +417.9% | +69.4% | +348.6% | +261.9% |
| 10Y | +152.0% | +100.5% | +51.5% | +44.6% |
| All | +152.0% | +98.3% | +53.7% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling