+340.6%
ENTG vs GLDM
+204.4%
+136.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +15.2% | -4.6% | +19.8% | +17.3% |
| 30D | -3.6% | -5.5% | +1.8% | -1.6% |
| 3M | -10.0% | -10.9% | +0.9% | -5.8% |
| 6M | +1.8% | -17.3% | +19.1% | +9.3% |
| YTD | +75.5% | -10.2% | +85.7% | +84.0% |
| 1Y | +82.4% | -6.9% | +89.3% | +89.3% |
| 3Y | +58.5% | +98.7% | -40.1% | +29.2% |
| 5Y | +0.4% | +106.7% | -106.4% | -21.2% |
| All | +340.6% | +204.4% | +136.2% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling