+2,600.4%
GPN vs ENB
+2,434.9%
+165.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -5.6% | +3.1% | -8.8% | -6.8% |
| 30D | +13.6% | +2.1% | +11.5% | +12.5% |
| 3M | -2.8% | -4.4% | +1.6% | -1.3% |
| 6M | +38.1% | -10.1% | +48.1% | +43.3% |
| YTD | +19.9% | +5.2% | +14.7% | +15.7% |
| 1Y | +23.4% | +4.2% | +19.2% | +19.4% |
| 3Y | -12.6% | +70.1% | -82.7% | -32.1% |
| 5Y | -26.6% | +59.4% | -86.0% | -41.3% |
| 10Y | +40.4% | +109.5% | -69.1% | -2.1% |
| All | +2,600.4% | +2,434.9% | +165.5% | +1,099.5% |
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