+71.8%
GH vs ENB
+9.4%
+62.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.3% | -3.7% |
| 7D | -7.7% | +0.5% | -8.1% | -7.6% |
| 30D | -10.0% | +6.0% | -15.9% | -8.7% |
| 3M | +5.5% | -7.4% | +12.9% | +3.6% |
| 6M | +84.9% | -8.5% | +93.4% | +82.7% |
| YTD | +65.0% | +6.1% | +58.9% | +79.4% |
| 1Y | +71.8% | +9.4% | +62.4% | +89.7% |
| All | +71.8% | +9.4% | +62.4% | +89.7% |
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