+37.4%
GILD vs ENB
+7.5%
+29.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +3.7% | -0.2% | +3.9% | +3.7% |
| 30D | +14.6% | -2.2% | +16.8% | +15.1% |
| 3M | +17.7% | -10.5% | +28.2% | +19.9% |
| 6M | +3.1% | -5.1% | +8.2% | +3.7% |
| YTD | +24.5% | +9.0% | +15.6% | +22.5% |
| 1Y | +37.4% | +8.2% | +29.2% | +35.7% |
| All | +37.4% | +7.5% | +29.8% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling