-25.7%
GIS vs ENB
+61.6%
-87.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | -6.4% | -4.7% | -1.7% | -5.2% |
| 30D | -6.1% | -5.9% | -0.2% | -4.7% |
| 3M | +7.8% | -14.2% | +22.1% | +12.2% |
| 6M | -8.8% | -8.6% | -0.2% | -6.8% |
| YTD | -19.1% | +3.9% | -23.0% | -20.1% |
| 1Y | -24.8% | +1.8% | -26.6% | -25.3% |
| 3Y | -37.6% | +68.5% | -106.1% | -44.9% |
| All | -25.7% | +61.6% | -87.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling