+2,064.0%
GS vs ENB
+2,863.6%
-799.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.5% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | -1.6% | -2.2% | +0.7% | -0.6% |
| 3M | -4.5% | -10.5% | +6.0% | +0.3% |
| 6M | +20.9% | -5.1% | +25.9% | +23.2% |
| YTD | +19.9% | +9.0% | +10.9% | +13.8% |
| 1Y | +41.4% | +8.2% | +33.2% | +34.5% |
| 3Y | +239.2% | +67.8% | +171.4% | +159.2% |
| 5Y | +185.0% | +69.4% | +115.7% | +115.9% |
| 10Y | +655.0% | +117.5% | +537.4% | +391.6% |
| All | +2,064.0% | +2,863.6% | -799.5% | +568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling