+84.9%
ENTG vs GGLL
-15.6%
+100.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +4.3% | +7.0% | +10.7% |
| 7D | +7.9% | +2.9% | +5.0% | +7.6% |
| 30D | -3.6% | -33.1% | +29.6% | +1.1% |
| 3M | +2.7% | -31.2% | +33.9% | +7.1% |
| 6M | +3.6% | -49.4% | +52.9% | +12.6% |
| YTD | +83.6% | -26.8% | +110.4% | +75.0% |
| 1Y | +84.9% | -17.7% | +102.6% | +70.1% |
| All | +84.9% | -15.6% | +100.4% | +70.1% |
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