-12.1%
GFS vs ENB
+53.3%
-65.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -5.3% | -2.4% | -2.9% | -4.3% |
| 30D | -15.8% | +2.5% | -18.3% | -16.8% |
| 3M | -18.6% | -5.8% | -12.9% | -16.7% |
| 6M | -45.0% | -8.5% | -36.5% | -43.2% |
| YTD | +16.8% | +3.9% | +12.9% | +13.0% |
| 1Y | +17.8% | +3.7% | +14.1% | +13.9% |
| 3Y | -21.5% | +70.1% | -91.6% | -45.6% |
| 5Y | -29.3% | +53.2% | -82.5% | -40.7% |
| All | -12.1% | +53.3% | -65.4% | -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