+65.7%
ENTG vs GGLL
-11.6%
+77.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.5% | -13.0% | -7.2% |
| 7D | -10.3% | -23.1% | +12.8% | -7.9% |
| 30D | -14.4% | -32.9% | +18.5% | -10.4% |
| 3M | -1.1% | -44.9% | +43.8% | +6.1% |
| 6M | +3.0% | -49.5% | +52.5% | +11.4% |
| YTD | +70.1% | -28.9% | +99.0% | +63.6% |
| 1Y | +65.7% | -12.2% | +77.9% | +51.2% |
| All | +65.7% | -11.6% | +77.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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