+627.7%
GEV vs ENB
+60.9%
+566.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | -4.0% | -1.1% | -2.9% | -3.8% |
| 3M | +3.4% | -8.5% | +11.9% | +5.6% |
| 6M | +14.7% | -4.5% | +19.2% | +14.9% |
| YTD | +45.8% | +9.1% | +36.7% | +36.2% |
| 1Y | +57.4% | +8.0% | +49.4% | +47.5% |
| All | +627.7% | +60.9% | +566.8% | +444.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling