-23.5%
GFS vs ENB
+55.5%
-79.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +17.2% | 0.0% | +17.2% | +17.1% |
| 30D | -8.7% | +1.4% | -10.1% | -9.3% |
| 3M | -19.7% | -5.2% | -14.5% | -18.0% |
| 6M | -40.7% | -9.9% | -30.8% | -38.3% |
| YTD | +22.5% | +4.7% | +17.9% | +18.3% |
| 1Y | +25.2% | +2.8% | +22.5% | +21.9% |
| 3Y | -17.7% | +71.3% | -89.0% | -42.8% |
| 5Y | -23.5% | +58.6% | -82.1% | -39.8% |
| All | -23.5% | +55.5% | -79.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling