+0.2%
ENTG vs GLDM
+107.1%
-106.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +15.2% | -4.6% | +19.8% | +17.6% |
| 30D | -3.6% | -5.5% | +1.8% | -1.3% |
| 3M | -10.0% | -10.9% | +0.9% | -5.2% |
| 6M | +1.8% | -17.3% | +19.1% | +10.2% |
| YTD | +75.5% | -10.2% | +85.7% | +85.5% |
| 1Y | +82.4% | -6.9% | +89.3% | +90.6% |
| 3Y | +58.5% | +98.7% | -40.1% | +24.9% |
| All | +0.2% | +107.1% | -106.9% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling