+78.0%
ENTG vs GLXY
-40.0%
+118.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.2% |
| 7D | -9.3% | -16.2% | +6.9% | -4.1% |
| 30D | -16.4% | -30.6% | +14.2% | -6.9% |
| 3M | -3.8% | -27.7% | +23.9% | +4.6% |
| 6M | -6.9% | -53.3% | +46.4% | +13.6% |
| YTD | +65.0% | -36.9% | +101.9% | +80.3% |
| 1Y | +61.7% | -55.6% | +117.3% | +89.8% |
| All | +78.0% | -40.0% | +118.0% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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