+51.5%
ENTG vs GAP
+108.0%
-56.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +5.9% | +2.6% |
| 7D | +8.9% | -3.2% | +12.1% | +9.8% |
| 30D | -0.8% | -0.7% | -0.1% | -1.4% |
| 3M | +6.6% | -0.5% | +7.0% | +5.3% |
| 6M | +22.1% | -5.0% | +27.1% | +21.5% |
| YTD | +70.2% | -14.7% | +84.8% | +75.0% |
| 1Y | +76.7% | -8.6% | +85.4% | +77.1% |
| All | +51.5% | +108.0% | -56.5% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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