-2.7%
ENTG vs GLDM
+116.0%
-118.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | +0.1% |
| 7D | -9.3% | +2.9% | -12.2% | -10.6% |
| 30D | -16.4% | -3.9% | -12.5% | -14.8% |
| 3M | -3.8% | -8.1% | +4.3% | -0.1% |
| 6M | -6.9% | -14.7% | +7.8% | -0.6% |
| YTD | +65.0% | -6.6% | +71.6% | +71.5% |
| 1Y | +61.7% | -2.1% | +63.7% | +65.6% |
| 3Y | +46.6% | +107.7% | -61.0% | +13.2% |
| 5Y | -2.7% | +116.5% | -119.2% | -31.6% |
| All | -2.7% | +116.0% | -118.7% | -31.6% |
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 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