-39.0%
GIS vs ENB
+72.2%
-111.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -3.4% | +3.1% | -6.5% | -4.4% |
| 30D | +6.9% | +2.1% | +4.8% | +6.1% |
| 3M | -10.1% | -4.4% | -5.7% | -8.9% |
| 6M | +5.9% | -10.1% | +15.9% | +9.3% |
| YTD | -21.1% | +5.2% | -26.3% | -22.9% |
| 1Y | -22.5% | +4.2% | -26.7% | -24.1% |
| 3Y | -39.0% | +70.1% | -109.1% | -48.4% |
| All | -39.0% | +72.2% | -111.2% | -48.4% |
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