+21.8%
ENTG vs GME
-55.8%
+77.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +0.8% |
| 7D | +8.9% | +4.8% | +4.1% | +8.3% |
| 30D | -0.8% | +5.9% | -6.7% | -1.5% |
| 3M | +6.6% | -10.7% | +17.3% | +7.6% |
| 6M | +22.1% | -19.8% | +41.9% | +24.6% |
| YTD | +70.2% | -0.9% | +71.1% | +69.5% |
| 1Y | +76.7% | -15.7% | +92.4% | +79.2% |
| 3Y | +50.5% | +12.3% | +38.2% | +23.4% |
| 5Y | +21.8% | -60.1% | +81.9% | +11.4% |
| All | +21.8% | -55.8% | +77.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling