+8.3%
ENTG vs GFS
-11.4%
+19.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.0% |
| 7D | +15.2% | +7.4% | +7.8% | +10.3% |
| 30D | -3.6% | -15.3% | +11.6% | +8.4% |
| 3M | -10.0% | -21.1% | +11.1% | +5.6% |
| 6M | +1.8% | -44.5% | +46.3% | +51.1% |
| YTD | +75.5% | +19.2% | +56.3% | +58.4% |
| 1Y | +82.4% | +27.2% | +55.2% | +58.4% |
| 3Y | +58.5% | -20.1% | +78.6% | +75.1% |
| 5Y | +0.4% | -25.6% | +26.0% | +13.3% |
| All | +8.3% | -11.4% | +19.8% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling