+803.5%
ENTG vs GD
+165.4%
+638.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | 0.0% |
| 7D | +22.8% | +1.9% | +20.9% | +21.5% |
| 30D | -4.9% | +9.2% | -14.1% | -9.8% |
| 3M | -4.8% | -7.5% | +2.6% | -0.8% |
| 6M | +5.6% | +5.8% | -0.2% | +0.3% |
| YTD | +82.4% | +9.8% | +72.6% | +67.9% |
| 1Y | +82.9% | +5.8% | +77.1% | +72.6% |
| 3Y | +62.1% | +58.0% | +4.1% | +17.3% |
| 5Y | +4.3% | +100.4% | -96.1% | -36.2% |
| All | +803.5% | +165.4% | +638.1% | +376.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling