+45.5%
ENTG vs GGLL
+328.7%
-283.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.0% |
| 7D | +2.8% | -4.8% | +7.6% | +4.5% |
| 30D | -4.7% | -13.7% | +9.0% | -0.3% |
| 3M | -0.7% | -21.9% | +21.1% | +5.6% |
| 6M | +7.7% | +11.7% | -3.9% | -3.1% |
| YTD | +65.1% | +2.3% | +62.8% | +52.1% |
| 1Y | +74.8% | +76.2% | -1.4% | +26.0% |
| 3Y | +36.9% | +245.0% | -208.1% | -36.6% |
| All | +45.5% | +328.7% | -283.2% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling