-35.4%
GIS vs ENB
+76.5%
-111.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -8.6% | -0.3% | -8.3% | -8.5% |
| 30D | -0.5% | -1.1% | +0.6% | -0.2% |
| 3M | +11.9% | -8.5% | +20.4% | +15.1% |
| 6M | -11.6% | -4.5% | -7.0% | -10.6% |
| YTD | -16.3% | +9.1% | -25.4% | -19.1% |
| 1Y | -21.8% | +8.0% | -29.7% | -24.2% |
| All | -35.4% | +76.5% | -111.9% | -46.6% |
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