-3.8%
ENTG vs GD
+98.0%
-101.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.2% | +8.3% |
| 7D | -7.6% | -3.0% | -4.5% | -6.0% |
| 30D | -15.5% | +9.3% | -24.8% | -19.1% |
| 3M | -7.8% | -7.2% | -0.6% | -4.5% |
| 6M | -5.9% | +5.5% | -11.4% | -9.9% |
| YTD | +66.7% | +9.5% | +57.3% | +55.1% |
| 1Y | +62.1% | +6.4% | +55.7% | +53.6% |
| 3Y | +56.3% | +59.8% | -3.6% | +15.3% |
| 5Y | -3.8% | +98.0% | -101.8% | -38.1% |
| All | -3.8% | +98.0% | -101.9% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling