+652.8%
GS vs ENB
+106.3%
+546.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.5% |
| 7D | +0.9% | -0.2% | +1.2% | +1.1% |
| 30D | -1.6% | -2.2% | +0.7% | -0.5% |
| 3M | -4.5% | -10.5% | +6.0% | +1.2% |
| 6M | +20.9% | -5.1% | +25.9% | +23.6% |
| YTD | +19.9% | +9.0% | +10.9% | +12.4% |
| 1Y | +41.4% | +8.2% | +33.2% | +32.9% |
| 3Y | +239.2% | +67.8% | +171.4% | +143.3% |
| 5Y | +185.0% | +69.4% | +115.7% | +101.5% |
| All | +652.8% | +106.3% | +546.4% | +339.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling