+51.5%
ENTG vs GME
+11.4%
+40.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +1.1% |
| 7D | +8.9% | +4.8% | +4.1% | +8.6% |
| 30D | -0.8% | +5.9% | -6.7% | -1.2% |
| 3M | +6.6% | -10.7% | +17.3% | +7.1% |
| 6M | +22.1% | -19.8% | +41.9% | +23.4% |
| YTD | +70.2% | -0.9% | +71.1% | +69.9% |
| 1Y | +76.7% | -15.7% | +92.4% | +78.0% |
| All | +51.5% | +11.4% | +40.0% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling