+104.1%
GLD vs ENB
+58.6%
+45.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -4.6% | +3.1% | -7.7% | -5.1% |
| 30D | -5.5% | +2.1% | -7.6% | -5.9% |
| 3M | -10.9% | -4.4% | -6.5% | -10.3% |
| 6M | -17.4% | -10.1% | -7.4% | -15.9% |
| YTD | -10.3% | +5.2% | -15.5% | -11.9% |
| 1Y | -7.2% | +4.2% | -11.4% | -8.6% |
| 3Y | +96.9% | +70.1% | +26.8% | +75.5% |
| All | +104.1% | +58.6% | +45.4% | +84.0% |
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