+1,212.5%
ENTG vs GFI
+2,250.9%
-1,038.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.3% |
| 7D | +1.2% | -4.9% | +6.0% | +1.8% |
| 30D | -12.9% | +10.7% | -23.6% | -14.0% |
| 3M | -3.1% | +25.6% | -28.7% | -5.8% |
| 6M | +21.0% | -8.3% | +29.3% | +21.6% |
| YTD | +67.0% | +6.3% | +60.7% | +64.9% |
| 1Y | +68.6% | +22.1% | +46.6% | +63.3% |
| 3Y | +48.6% | +289.2% | -240.6% | +24.2% |
| 5Y | +18.6% | +531.7% | -513.0% | -8.2% |
| 10Y | +794.8% | +1,043.8% | -249.0% | +502.9% |
| All | +1,212.5% | +2,250.9% | -1,038.4% | +678.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 all: compounded portfolio wealth divided by compounded GFI 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…
all analysis · Full analysis span regression · 6 months rolling