+314.4%
ENTG vs GLDM
+248.1%
+66.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.0% | +6.5% |
| 7D | +2.8% | -0.5% | +3.4% | +3.0% |
| 30D | -4.7% | +4.4% | -9.1% | -6.2% |
| 3M | -0.7% | -1.1% | +0.3% | -0.4% |
| 6M | +7.7% | -13.7% | +21.4% | +12.7% |
| YTD | +65.1% | +2.8% | +62.3% | +64.3% |
| 1Y | +74.8% | +24.8% | +49.9% | +64.0% |
| 3Y | +36.9% | +127.8% | -90.9% | +5.8% |
| 5Y | +16.1% | +141.1% | -125.0% | -13.9% |
| All | +314.4% | +248.1% | +66.2% | +221.6% |
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