-43.7%
GPN vs ENB
+61.6%
-105.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | -4.3% | -4.7% | +0.3% | -2.4% |
| 30D | 0.0% | -5.9% | +5.9% | +2.5% |
| 3M | +35.8% | -14.2% | +50.1% | +44.8% |
| 6M | +22.0% | -8.6% | +30.6% | +25.7% |
| YTD | +15.2% | +3.9% | +11.3% | +10.0% |
| 1Y | +3.5% | +1.8% | +1.7% | -0.3% |
| 3Y | -26.9% | +68.5% | -95.4% | -50.6% |
| All | -43.7% | +61.6% | -105.2% | -61.2% |
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 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