+157.4%
GS vs ENB
+52.8%
+104.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.1% |
| 7D | +1.6% | -2.4% | +4.0% | +2.8% |
| 30D | +1.7% | +2.5% | -0.8% | +0.5% |
| 3M | -11.6% | -5.8% | -5.8% | -9.3% |
| 6M | -1.9% | -8.5% | +6.6% | +1.7% |
| YTD | +5.1% | +3.9% | +1.2% | +0.8% |
| 1Y | +16.4% | +3.7% | +12.7% | +11.8% |
| 3Y | +199.0% | +70.1% | +128.9% | +109.1% |
| 5Y | +157.4% | +53.2% | +104.2% | +95.3% |
| All | +157.4% | +52.8% | +104.7% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling