-16.4%
GFS vs ENB
+50.5%
-67.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.8% | +7.3% |
| 7D | -7.8% | -5.2% | -2.6% | -5.7% |
| 30D | -19.7% | +2.2% | -21.8% | -20.5% |
| 3M | -23.1% | -8.1% | -15.1% | -20.5% |
| 6M | -46.4% | -11.2% | -35.2% | -43.9% |
| YTD | +11.0% | +2.0% | +9.0% | +8.2% |
| 1Y | +12.6% | +4.1% | +8.6% | +8.4% |
| 3Y | -24.9% | +64.7% | -89.7% | -47.1% |
| 5Y | -39.1% | +46.6% | -85.6% | -46.2% |
| All | -16.4% | +50.5% | -67.0% | -29.1% |
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 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