+39.0%
ENTG vs GGLL
+245.5%
-206.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.8% |
| 7D | +2.8% | -4.8% | +7.6% | +4.2% |
| 30D | -4.7% | -13.7% | +9.0% | -1.0% |
| 3M | -0.7% | -21.9% | +21.1% | +4.7% |
| 6M | +7.7% | +11.7% | -3.9% | -1.7% |
| YTD | +65.1% | +2.3% | +62.8% | +53.8% |
| 1Y | +74.8% | +76.2% | -1.4% | +31.7% |
| All | +39.0% | +245.5% | -206.5% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling