+606.9%
GEV vs ENB
+54.7%
+552.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +1.0% | -1.8% |
| 7D | -1.9% | -4.6% | +2.6% | -0.6% |
| 30D | -8.7% | -5.2% | -3.5% | -7.4% |
| 3M | +6.6% | -13.4% | +20.0% | +10.9% |
| 6M | +10.2% | -7.8% | +18.0% | +11.4% |
| YTD | +41.6% | +4.9% | +36.7% | +33.7% |
| 1Y | +43.9% | +3.2% | +40.6% | +36.7% |
| All | +606.9% | +54.7% | +552.2% | +434.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling