+837.6%
GLW vs ENB
+103.5%
+734.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.8% | +6.8% | +7.2% |
| 7D | +14.0% | -0.5% | +14.5% | +14.3% |
| 30D | +0.4% | -0.2% | +0.6% | +0.4% |
| 3M | -11.3% | -7.5% | -3.8% | -8.4% |
| 6M | +35.1% | -4.1% | +39.2% | +37.3% |
| YTD | +90.5% | +9.8% | +80.7% | +80.4% |
| 1Y | +132.0% | +8.7% | +123.3% | +120.5% |
| 3Y | +463.3% | +79.0% | +384.3% | +306.8% |
| 5Y | +382.5% | +69.1% | +313.4% | +257.5% |
| 10Y | +837.6% | +96.5% | +741.1% | +496.1% |
| All | +837.6% | +103.5% | +734.2% | +496.1% |
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