+5.1%
ENTG vs GFS
-2.1%
+7.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.1% |
| 7D | +8.9% | +4.5% | +4.4% | +5.9% |
| 30D | -0.8% | -8.2% | +7.4% | +5.1% |
| 3M | +6.6% | -38.9% | +45.4% | +49.5% |
| 6M | +22.1% | -2.9% | +25.0% | +26.4% |
| YTD | +70.2% | +31.8% | +38.4% | +43.4% |
| 1Y | +76.7% | +43.1% | +33.6% | +41.3% |
| 3Y | +50.5% | -20.6% | +71.1% | +64.4% |
| All | +5.1% | -2.1% | +7.2% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling