+4,542.6%
GLW vs ENB
+11,799.4%
-7,256.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.0% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -1.3% | -2.2% | +0.9% | -0.6% |
| 3M | -21.8% | -10.5% | -11.3% | -19.1% |
| 6M | +6.9% | -5.1% | +12.0% | +8.5% |
| YTD | +77.2% | +9.0% | +68.2% | +71.4% |
| 1Y | +123.2% | +8.2% | +115.0% | +116.3% |
| 3Y | +400.0% | +67.8% | +332.2% | +314.2% |
| 5Y | +342.8% | +69.4% | +273.4% | +265.7% |
| 10Y | +771.4% | +117.5% | +653.9% | +547.9% |
| All | +4,542.6% | +11,799.4% | -7,256.8% | +2,299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling