+318.6%
ENTG vs GLDM
+225.0%
+93.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.9% | +7.6% | +8.7% |
| 7D | -7.6% | +5.0% | -12.6% | -9.5% |
| 30D | -15.5% | -1.3% | -14.2% | -15.0% |
| 3M | -7.8% | -4.7% | -3.1% | -6.0% |
| 6M | -5.9% | -12.4% | +6.5% | -1.3% |
| YTD | +66.7% | -4.1% | +70.8% | +70.6% |
| 1Y | +62.1% | +3.3% | +58.7% | +62.3% |
| 3Y | +56.3% | +110.9% | -54.7% | +24.4% |
| 5Y | -3.8% | +124.8% | -128.6% | -26.7% |
| All | +318.6% | +225.0% | +93.5% | +233.9% |
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