+401.3%
GH vs ENB
+142.8%
+258.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -0.1% | -0.2% | +0.2% | +0.1% |
| 30D | -1.1% | -2.2% | +1.2% | +0.1% |
| 3M | +21.3% | -10.5% | +31.8% | +28.3% |
| 6M | +73.5% | -5.1% | +78.6% | +77.2% |
| YTD | +58.0% | +9.0% | +49.1% | +47.9% |
| 1Y | +163.1% | +8.2% | +154.8% | +146.5% |
| 3Y | +361.0% | +67.8% | +293.3% | +231.4% |
| 5Y | +22.5% | +69.4% | -46.8% | -10.9% |
| All | +401.3% | +142.8% | +258.4% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling