+357.5%
GH vs ENB
+79.0%
+278.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -0.1% | -0.2% | +0.2% | 0.0% |
| 30D | -1.1% | -2.2% | +1.2% | -0.2% |
| 3M | +21.3% | -10.5% | +31.8% | +27.6% |
| 6M | +73.5% | -5.1% | +78.6% | +76.4% |
| YTD | +58.0% | +9.0% | +49.1% | +46.0% |
| 1Y | +163.1% | +8.2% | +154.8% | +143.1% |
| All | +357.5% | +79.0% | +278.5% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling