+64.7%
ENTG vs GGLL
+172.3%
-107.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.6% |
| 7D | +22.8% | +11.5% | +11.3% | +19.4% |
| 30D | -4.9% | -31.2% | +26.4% | +4.2% |
| 3M | -4.8% | -28.7% | +23.8% | +2.4% |
| 6M | +5.6% | -47.2% | +52.8% | +21.8% |
| YTD | +82.4% | -24.3% | +106.7% | +81.6% |
| 1Y | +82.9% | -12.0% | +94.9% | +71.3% |
| All | +64.7% | +172.3% | -107.5% | -0.7% |
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