-12.3%
GFS vs ENB
+52.2%
-64.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.4% |
| 7D | -3.1% | -3.7% | +0.5% | -1.6% |
| 30D | -16.0% | +1.7% | -17.7% | -16.7% |
| 3M | -24.7% | -6.3% | -18.4% | -22.7% |
| 6M | -45.1% | -9.2% | -35.9% | -43.1% |
| YTD | +16.5% | +3.1% | +13.4% | +13.0% |
| 1Y | +19.3% | +3.4% | +16.0% | +15.5% |
| 3Y | -20.0% | +68.9% | -88.9% | -44.4% |
| 5Y | -32.0% | +51.7% | -83.7% | -42.5% |
| All | -12.3% | +52.2% | -64.5% | -26.0% |
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 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