-2.4%
GFS vs ENB
+60.8%
-63.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -8.6% | -2.2% | -6.4% | -7.8% |
| 3M | -46.5% | -10.5% | -36.0% | -43.9% |
| 6M | -4.8% | -5.1% | +0.2% | -3.0% |
| YTD | +29.7% | +9.0% | +20.7% | +23.1% |
| 1Y | +35.8% | +8.2% | +27.6% | +29.2% |
| 3Y | -18.3% | +67.8% | -86.1% | -42.2% |
| All | -2.4% | +60.8% | -63.2% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling