+32.1%
GLW vs ENB
+3.3%
+28.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.1% | +8.2% | +9.0% |
| 7D | -5.9% | -3.7% | -2.2% | -5.3% |
| 30D | -26.0% | +1.7% | -27.7% | -26.1% |
| 3M | -29.9% | -6.3% | -23.6% | -28.5% |
| 6M | -37.8% | -9.2% | -28.6% | -36.9% |
| YTD | +33.1% | +3.1% | +30.0% | +31.7% |
| All | +32.1% | +3.3% | +28.8% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling