+17.5%
GFS vs ENB
+3.3%
+14.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +5.0% |
| 7D | -3.1% | -3.7% | +0.5% | -3.4% |
| 30D | -16.0% | +1.7% | -17.7% | -15.9% |
| 3M | -24.7% | -6.3% | -18.4% | -24.6% |
| 6M | -45.1% | -9.2% | -35.9% | -44.6% |
| YTD | +16.5% | +3.1% | +13.4% | +28.4% |
| All | +17.5% | +3.3% | +14.2% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling