+0.2%
ENTG vs GD
+99.6%
-99.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +15.2% | +2.7% | +12.5% | +13.8% |
| 30D | -3.6% | +8.6% | -12.2% | -7.4% |
| 3M | -10.0% | -7.1% | -2.9% | -6.7% |
| 6M | +1.8% | +7.5% | -5.7% | -3.6% |
| YTD | +75.5% | +9.9% | +65.6% | +62.8% |
| 1Y | +82.4% | +7.6% | +74.9% | +71.7% |
| 3Y | +58.5% | +56.2% | +2.3% | +18.4% |
| All | +0.2% | +99.6% | -99.4% | -36.7% |
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