+2,883.5%
GE vs ENB
+11,799.4%
-8,915.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.4% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | -11.6% | -2.2% | -9.3% | -10.9% |
| 3M | +3.0% | -10.5% | +13.5% | +6.7% |
| 6M | -0.5% | -5.1% | +4.5% | +0.8% |
| YTD | +9.7% | +9.0% | +0.8% | +5.8% |
| 1Y | +20.0% | +8.2% | +11.8% | +15.9% |
| 3Y | +275.8% | +67.8% | +208.1% | +209.5% |
| 5Y | +429.1% | +69.4% | +359.7% | +334.8% |
| 10Y | +151.2% | +117.5% | +33.6% | +87.9% |
| All | +2,883.5% | +11,799.4% | -8,915.8% | +1,258.3% |
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 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