+54.7%
ENTG vs GGLL
+210.8%
-156.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.1% |
| 7D | +15.2% | +7.7% | +7.5% | +12.6% |
| 30D | -3.6% | -30.2% | +26.6% | +7.1% |
| 3M | -10.0% | -31.3% | +21.3% | -0.3% |
| 6M | +1.8% | -52.1% | +53.9% | +25.2% |
| YTD | +75.5% | -25.9% | +101.4% | +76.3% |
| 1Y | +82.4% | -8.5% | +90.9% | +66.4% |
| 3Y | +58.5% | +165.5% | -107.0% | -21.8% |
| All | +54.7% | +210.8% | -156.1% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling