+58.5%
ENTG vs GFS
-19.0%
+77.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -1.8% |
| 7D | +15.2% | +7.4% | +7.8% | +9.8% |
| 30D | -3.6% | -15.3% | +11.6% | +9.5% |
| 3M | -10.0% | -21.1% | +11.1% | +7.0% |
| 6M | +1.8% | -44.5% | +46.3% | +56.3% |
| YTD | +75.5% | +19.2% | +56.3% | +55.9% |
| 1Y | +82.4% | +27.2% | +55.2% | +55.1% |
| 3Y | +58.5% | -20.1% | +78.6% | +70.1% |
| All | +58.5% | -19.0% | +77.5% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling