+68.6%
ENTG vs GFS
+47.5%
+21.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +0.6% |
| 7D | +1.2% | +3.8% | -2.7% | -1.6% |
| 30D | -12.9% | -11.7% | -1.1% | -4.4% |
| 3M | -3.1% | -41.8% | +38.7% | +44.3% |
| 6M | +21.0% | +6.6% | +14.4% | +23.5% |
| YTD | +67.0% | +34.6% | +32.4% | +41.3% |
| 1Y | +68.6% | +46.2% | +22.5% | +37.5% |
| All | +68.6% | +47.5% | +21.1% | +37.5% |
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