-12.5%
ENTG vs GLDM
+126.2%
-138.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.8% | -13.5% | -13.1% |
| 7D | -22.0% | +1.9% | -23.9% | -22.8% |
| 30D | -25.2% | -1.7% | -23.5% | -24.6% |
| 3M | -14.2% | -3.5% | -10.7% | -12.8% |
| 6M | -16.3% | -10.1% | -6.2% | -12.4% |
| YTD | +48.5% | -5.0% | +53.6% | +53.2% |
| 1Y | +41.4% | +2.8% | +38.6% | +42.4% |
| 3Y | +36.7% | +105.1% | -68.4% | +5.9% |
| 5Y | -12.5% | +124.3% | -136.8% | -40.3% |
| All | -12.5% | +126.2% | -138.7% | -40.3% |
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