-23.6%
GIS vs ENB
+3.8%
-27.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.8% | +0.8% | -1.7% |
| 7D | -8.4% | -4.6% | -3.9% | -6.9% |
| 30D | -5.2% | -5.2% | 0.0% | -3.5% |
| 3M | +8.2% | -13.4% | +21.6% | +14.1% |
| 6M | -12.0% | -7.8% | -4.2% | -10.2% |
| YTD | -18.9% | +4.9% | -23.8% | -22.8% |
| 1Y | -23.6% | +3.2% | -26.9% | -27.1% |
| All | -23.6% | +3.8% | -27.4% | -27.1% |
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