+371.1%
GH vs ENB
+131.1%
+240.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | +0.6% | +1.7% | -1.1% | -0.3% |
| 30D | -6.9% | +0.7% | -7.6% | -7.3% |
| 3M | -4.9% | -5.8% | +0.9% | -1.9% |
| 6M | +54.1% | -11.3% | +65.4% | +63.5% |
| YTD | +48.5% | +3.7% | +44.8% | +42.7% |
| 1Y | +61.2% | +2.8% | +58.4% | +55.5% |
| 3Y | +570.3% | +67.7% | +502.7% | +381.8% |
| 5Y | +46.1% | +57.1% | -11.0% | +10.8% |
| All | +371.1% | +131.1% | +240.0% | +182.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling