+282.5%
ENTG vs GLDM
+219.1%
+63.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | -17.1% | +4.7% | -21.8% | -18.8% |
| 30D | -23.0% | -0.9% | -22.1% | -22.7% |
| 3M | -10.2% | -4.3% | -5.9% | -8.6% |
| 6M | -17.8% | -13.4% | -4.4% | -13.3% |
| YTD | +52.4% | -5.8% | +58.2% | +56.9% |
| 1Y | +49.8% | +2.1% | +47.7% | +50.7% |
| 3Y | +42.1% | +105.0% | -62.9% | +14.3% |
| 5Y | -10.2% | +122.5% | -132.7% | -31.3% |
| All | +282.5% | +219.1% | +63.4% | +207.2% |
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