+65.7%
ENTG vs GFS
+15.5%
+50.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.9% | -0.5% | -2.0% |
| 7D | -10.3% | -12.5% | +2.2% | -1.2% |
| 30D | -14.4% | -16.9% | +2.6% | -2.0% |
| 3M | -1.1% | -22.3% | +21.2% | +18.6% |
| 6M | +3.0% | -40.2% | +43.2% | +53.3% |
| YTD | +70.1% | +16.0% | +54.1% | +57.2% |
| 1Y | +65.7% | +17.7% | +48.1% | +46.8% |
| All | +65.7% | +15.5% | +50.3% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling