+514.9%
GEV vs ENB
+55.1%
+459.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | +3.7% | +3.1% | +0.6% | +2.9% |
| 30D | -14.7% | +2.1% | -16.8% | -15.1% |
| 3M | -23.4% | -4.4% | -19.0% | -22.5% |
| 6M | -24.3% | -10.1% | -14.3% | -22.7% |
| YTD | +23.2% | +5.2% | +18.0% | +16.2% |
| 1Y | +44.2% | +4.2% | +40.0% | +36.5% |
| All | +514.9% | +55.1% | +459.7% | +364.2% |
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