+438.8%
GS vs ENB
+109.5%
+329.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | +5.9% | +3.1% | +2.7% | +4.1% |
| 30D | +4.3% | +2.1% | +2.2% | +3.0% |
| 3M | -11.7% | -4.4% | -7.2% | -9.7% |
| 6M | -3.2% | -10.1% | +6.9% | +2.1% |
| YTD | +5.8% | +5.2% | +0.6% | +0.9% |
| 1Y | +16.0% | +4.2% | +11.8% | +11.2% |
| 3Y | +199.8% | +70.1% | +129.7% | +111.8% |
| 5Y | +155.5% | +59.4% | +96.1% | +86.0% |
| All | +438.8% | +109.5% | +329.4% | +221.1% |
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