+126.0%
GOOGL vs ENB
+72.2%
+53.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -0.9% |
| 7D | +3.9% | +3.1% | +0.7% | +4.1% |
| 30D | -14.9% | +2.1% | -17.0% | -14.8% |
| 3M | -14.6% | -4.4% | -10.1% | -14.6% |
| 6M | -26.4% | -10.1% | -16.4% | -26.8% |
| YTD | -5.3% | +5.2% | -10.5% | -5.7% |
| 1Y | +6.5% | +4.2% | +2.2% | +6.1% |
| 3Y | +126.0% | +70.1% | +56.0% | +133.8% |
| All | +126.0% | +72.2% | +53.9% | +133.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling