+620.7%
GEV vs ENB
+60.7%
+560.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | -7.5% | -2.2% | -5.2% | -6.9% |
| 3M | -2.2% | -10.5% | +8.3% | +0.9% |
| 6M | +12.1% | -5.1% | +17.2% | +12.5% |
| YTD | +44.4% | +9.0% | +35.4% | +34.9% |
| 1Y | +57.7% | +8.2% | +49.4% | +47.4% |
| All | +620.7% | +60.7% | +560.0% | +439.0% |
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