+1,710.5%
GS vs ENB
+2,746.4%
-1,035.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -5.7% |
| 7D | -6.3% | -2.4% | -4.0% | -5.3% |
| 30D | -3.1% | +3.4% | -6.5% | -4.7% |
| 3M | -17.7% | -6.1% | -11.6% | -15.4% |
| 6M | -4.6% | -10.0% | +5.5% | -0.2% |
| YTD | +0.3% | +4.7% | -4.3% | -3.1% |
| 1Y | +11.7% | +7.5% | +4.2% | +6.4% |
| 3Y | +183.6% | +69.1% | +114.4% | +115.7% |
| 5Y | +141.0% | +50.4% | +90.6% | +92.9% |
| 10Y | +507.4% | +108.0% | +399.5% | +304.3% |
| All | +1,710.5% | +2,746.4% | -1,035.9% | +469.2% |
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