+24.2%
GH vs ENB
+69.7%
-45.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | -0.1% | -0.2% | +0.2% | +0.1% |
| 30D | -1.1% | -2.2% | +1.2% | +0.3% |
| 3M | +21.3% | -10.5% | +31.8% | +30.0% |
| 6M | +73.5% | -5.1% | +78.6% | +77.8% |
| YTD | +58.0% | +9.0% | +49.1% | +44.1% |
| 1Y | +163.1% | +8.2% | +154.8% | +140.1% |
| 3Y | +361.0% | +67.8% | +293.3% | +180.6% |
| All | +24.2% | +69.7% | -45.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling