+3,093.2%
GLW vs ENB
+11,039.2%
-7,945.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.5% |
| 7D | -13.9% | -5.2% | -8.7% | -12.3% |
| 30D | -35.0% | +2.2% | -37.2% | -35.5% |
| 3M | -32.4% | -8.1% | -24.3% | -30.6% |
| 6M | -41.3% | -11.2% | -30.2% | -39.3% |
| YTD | +21.8% | +2.0% | +19.9% | +20.4% |
| 1Y | +21.8% | +4.1% | +17.8% | +19.5% |
| 3Y | +307.7% | +64.7% | +242.9% | +239.6% |
| 5Y | +213.7% | +46.6% | +167.1% | +171.4% |
| 10Y | +509.3% | +102.7% | +406.6% | +363.9% |
| All | +3,093.2% | +11,039.2% | -7,945.9% | +1,584.6% |
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