+1,488.6%
GIS vs ENB
+11,799.4%
-10,310.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | +6.6% | -2.2% | +8.8% | +6.9% |
| 3M | +21.0% | -10.5% | +31.5% | +22.8% |
| 6M | -9.1% | -5.1% | -4.0% | -8.5% |
| YTD | -13.6% | +9.0% | -22.6% | -14.7% |
| 1Y | -18.0% | +8.2% | -26.2% | -19.0% |
| 3Y | -33.7% | +67.8% | -101.4% | -38.3% |
| 5Y | -19.4% | +69.4% | -88.8% | -25.4% |
| 10Y | -21.3% | +117.5% | -138.8% | -30.9% |
| All | +1,488.6% | +11,799.4% | -10,310.8% | +1,024.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling