+45.4%
ENTG vs GGLL
+194.0%
-148.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -9.3% | +5.1% | -14.4% | -10.7% |
| 30D | -16.4% | -35.5% | +19.1% | -4.6% |
| 3M | -3.8% | -39.2% | +35.3% | +10.6% |
| 6M | -6.9% | -54.4% | +47.4% | +15.9% |
| YTD | +65.0% | -29.8% | +94.8% | +68.6% |
| 1Y | +61.7% | -20.4% | +82.1% | +55.4% |
| 3Y | +46.6% | +149.7% | -103.1% | -26.1% |
| All | +45.4% | +194.0% | -148.6% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling