-29.3%
GFS vs ENB
+68.0%
-97.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.4% | -8.5% | -9.7% |
| 7D | -20.7% | -2.4% | -18.3% | -20.4% |
| 30D | -25.2% | +3.4% | -28.6% | -25.5% |
| 3M | -26.3% | -6.1% | -20.2% | -25.6% |
| 6M | -50.7% | -10.0% | -40.6% | -49.8% |
| YTD | +4.5% | +4.7% | -0.1% | +3.8% |
| 1Y | +2.5% | +7.5% | -5.1% | +1.0% |
| All | -29.3% | +68.0% | -97.4% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling