+721.8%
ENTG vs GD
+190.6%
+531.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +3.0% |
| 7D | -17.1% | -5.0% | -12.1% | -14.4% |
| 30D | -23.0% | +8.9% | -31.9% | -27.0% |
| 3M | -10.2% | -8.0% | -2.2% | -6.2% |
| 6M | -17.8% | +2.9% | -20.7% | -20.7% |
| YTD | +52.4% | +7.1% | +45.3% | +42.2% |
| 1Y | +49.8% | +5.9% | +43.9% | +40.9% |
| 3Y | +42.1% | +53.9% | -11.7% | +4.4% |
| 5Y | -10.2% | +95.4% | -105.6% | -44.3% |
| All | +721.8% | +190.6% | +531.3% | +297.8% |
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