+43.9%
GEV vs ENB
+3.8%
+40.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +1.0% | -3.6% |
| 7D | -1.9% | -4.6% | +2.6% | -2.8% |
| 30D | -8.7% | -5.2% | -3.5% | -9.7% |
| 3M | +6.6% | -13.4% | +20.0% | +4.1% |
| 6M | +10.2% | -7.8% | +18.0% | +7.6% |
| YTD | +41.6% | +4.9% | +36.7% | +39.0% |
| 1Y | +43.9% | +3.2% | +40.6% | +40.3% |
| All | +43.9% | +3.8% | +40.1% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling