+38.5%
ENTG vs GD
+55.3%
-16.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.3% | -11.7% |
| 7D | -22.0% | -3.9% | -18.1% | -20.6% |
| 30D | -25.2% | +8.1% | -33.3% | -27.6% |
| 3M | -14.2% | -6.8% | -7.5% | -11.4% |
| 6M | -16.3% | +3.0% | -19.3% | -18.7% |
| YTD | +48.5% | +7.8% | +40.8% | +39.0% |
| 1Y | +41.4% | +5.8% | +35.6% | +34.1% |
| All | +38.5% | +55.3% | -16.8% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling