+212.2%
GLD vs ENB
+99.8%
+112.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +4.9% | -3.7% | +8.6% | +5.3% |
| 30D | -1.3% | +1.7% | -3.0% | -1.5% |
| 3M | -4.8% | -6.3% | +1.5% | -4.3% |
| 6M | -12.5% | -9.2% | -3.3% | -11.9% |
| YTD | -4.2% | +3.1% | -7.3% | -4.7% |
| 1Y | +3.0% | +3.4% | -0.3% | +2.6% |
| 3Y | +109.1% | +68.9% | +40.2% | +100.7% |
| 5Y | +121.6% | +51.7% | +69.9% | +113.9% |
| 10Y | +212.2% | +98.3% | +113.9% | +197.8% |
| All | +212.2% | +99.8% | +112.4% | +197.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling