+185.8%
GS vs ENB
+63.8%
+122.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.3% |
| 7D | -3.2% | -5.2% | +2.0% | -1.8% |
| 30D | -2.4% | +2.2% | -4.6% | -3.0% |
| 3M | -15.7% | -8.1% | -7.7% | -13.8% |
| 6M | -6.8% | -11.2% | +4.4% | -3.8% |
| YTD | -0.1% | +2.0% | -2.1% | -2.9% |
| 1Y | +12.1% | +4.1% | +8.0% | +7.7% |
| 3Y | +185.8% | +64.7% | +121.0% | +111.4% |
| All | +185.8% | +63.8% | +122.0% | +111.4% |
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