+764.3%
ENTG vs GME
+271.8%
+492.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.5% | -4.1% |
| 7D | +5.1% | +6.0% | -0.9% | +4.8% |
| 30D | -8.5% | +8.3% | -16.9% | -8.9% |
| 3M | +6.7% | -9.1% | +15.8% | +7.1% |
| 6M | +17.7% | -16.3% | +34.1% | +18.6% |
| YTD | +63.5% | +1.5% | +61.9% | +63.0% |
| 1Y | +73.6% | -16.3% | +89.9% | +74.7% |
| 3Y | +44.6% | +15.1% | +29.4% | +35.9% |
| 5Y | +16.1% | -57.2% | +73.3% | +11.0% |
| All | +764.3% | +271.8% | +492.5% | +437.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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