+405.5%
GH vs ENB
+143.1%
+262.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -0.2% | -0.3% | +0.1% | 0.0% |
| 30D | -2.6% | -1.1% | -1.6% | -2.2% |
| 3M | +25.1% | -8.5% | +33.6% | +30.6% |
| 6M | +78.5% | -4.5% | +83.0% | +81.7% |
| YTD | +59.4% | +9.1% | +50.3% | +49.1% |
| 1Y | +173.9% | +8.0% | +165.9% | +157.0% |
| 3Y | +382.7% | +77.8% | +304.9% | +236.0% |
| 5Y | +24.4% | +69.4% | -45.0% | -9.5% |
| All | +405.5% | +143.1% | +262.4% | +195.2% |
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