+42.1%
ENTG vs GGLL
+154.9%
-112.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | -17.1% | +3.1% | -20.2% | -17.8% |
| 30D | -23.0% | -36.3% | +13.3% | -13.9% |
| 3M | -10.2% | -40.4% | +30.1% | +1.2% |
| 6M | -17.8% | -54.6% | +36.9% | -1.0% |
| YTD | +52.4% | -31.1% | +83.5% | +55.5% |
| 1Y | +49.8% | -19.2% | +69.0% | +42.8% |
| 3Y | +42.1% | +151.5% | -109.4% | -14.8% |
| All | +42.1% | +154.9% | -112.8% | -14.8% |
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