+81.6%
GM vs ENB
+61.9%
+19.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.7% | +5.0% |
| 7D | -1.1% | -4.6% | +3.5% | +1.4% |
| 30D | -3.4% | -5.2% | +1.8% | -0.7% |
| 3M | +8.7% | -13.4% | +22.1% | +17.4% |
| 6M | +15.4% | -7.8% | +23.2% | +19.2% |
| YTD | +6.6% | +4.9% | +1.7% | +0.4% |
| 1Y | +51.5% | +3.2% | +48.2% | +43.9% |
| 3Y | +169.3% | +71.0% | +98.4% | +69.3% |
| 5Y | +81.6% | +64.0% | +17.6% | +13.7% |
| All | +81.6% | +61.9% | +19.6% | +13.7% |
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