+342.1%
GLW vs ENB
+69.5%
+272.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.1% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -1.3% | -2.2% | +0.9% | -0.4% |
| 3M | -21.8% | -10.5% | -11.3% | -18.0% |
| 6M | +6.9% | -5.1% | +12.0% | +8.9% |
| YTD | +77.2% | +9.0% | +68.2% | +68.3% |
| 1Y | +123.2% | +8.2% | +115.0% | +112.5% |
| 3Y | +400.0% | +67.8% | +332.2% | +267.9% |
| All | +342.1% | +69.5% | +272.6% | +227.5% |
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