+16.1%
ENTG vs GH
+21.3%
-5.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -3.4% |
| 7D | +5.1% | -1.2% | +6.4% | +5.5% |
| 30D | -8.5% | -3.7% | -4.9% | -7.7% |
| 3M | +6.7% | +21.7% | -15.0% | +1.0% |
| 6M | +17.7% | +75.7% | -58.0% | +0.8% |
| YTD | +63.5% | +55.7% | +7.8% | +43.8% |
| 1Y | +73.6% | +181.1% | -107.5% | +28.1% |
| 3Y | +44.6% | +371.6% | -327.1% | -14.1% |
| 5Y | +16.1% | +23.2% | -7.1% | -15.8% |
| All | +16.1% | +21.3% | -5.2% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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