+526.0%
GLW vs ENB
+109.5%
+416.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.6% |
| 7D | +7.7% | +3.1% | +4.6% | +6.1% |
| 30D | -18.8% | +2.1% | -21.0% | -19.7% |
| 3M | -27.7% | -4.4% | -23.3% | -26.3% |
| 6M | -44.4% | -10.1% | -34.4% | -41.9% |
| YTD | +31.3% | +5.2% | +26.1% | +26.6% |
| 1Y | +40.0% | +4.2% | +35.8% | +35.6% |
| 3Y | +339.2% | +70.1% | +269.2% | +224.0% |
| 5Y | +229.2% | +59.4% | +169.8% | +150.0% |
| All | +526.0% | +109.5% | +416.5% | +286.2% |
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