+542.4%
GLW vs ENB
+99.8%
+442.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.1% | +8.2% | +8.7% |
| 7D | -5.9% | -3.7% | -2.2% | -4.0% |
| 30D | -26.0% | +1.7% | -27.7% | -26.7% |
| 3M | -29.9% | -6.3% | -23.6% | -27.8% |
| 6M | -37.8% | -9.2% | -28.6% | -35.2% |
| YTD | +33.1% | +3.1% | +30.0% | +29.7% |
| 1Y | +36.8% | +3.4% | +33.5% | +33.1% |
| 3Y | +356.1% | +68.9% | +287.2% | +237.9% |
| 5Y | +243.8% | +51.7% | +192.1% | +168.1% |
| 10Y | +542.4% | +98.3% | +444.1% | +309.6% |
| All | +542.4% | +99.8% | +442.6% | +309.6% |
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 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