+186.8%
GS vs ENB
+68.0%
+118.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -6.0% |
| 7D | -6.3% | -2.4% | -4.0% | -5.7% |
| 30D | -3.1% | +3.4% | -6.5% | -4.0% |
| 3M | -17.7% | -6.1% | -11.6% | -16.2% |
| 6M | -4.6% | -10.0% | +5.5% | -1.8% |
| YTD | +0.3% | +4.7% | -4.3% | -3.2% |
| 1Y | +11.7% | +7.5% | +4.2% | +6.3% |
| All | +186.8% | +68.0% | +118.8% | +110.8% |
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