-26.9%
GPN vs ENB
+69.7%
-96.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.2% |
| 7D | -3.5% | -4.6% | +1.0% | -3.0% |
| 30D | +3.1% | -5.2% | +8.3% | +3.8% |
| 3M | +42.3% | -13.4% | +55.7% | +45.0% |
| 6M | +20.9% | -7.8% | +28.7% | +21.6% |
| YTD | +15.2% | +4.9% | +10.3% | +11.5% |
| 1Y | +5.4% | +3.2% | +2.2% | +2.5% |
| All | -26.9% | +69.7% | -96.6% | -45.2% |
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