+1,303.6%
ENTG vs GME
+1,082.6%
+220.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.5% | +6.2% |
| 7D | +2.8% | +7.2% | -4.4% | +2.1% |
| 30D | -4.7% | +0.8% | -5.5% | -4.8% |
| 3M | -0.7% | -14.0% | +13.2% | +0.6% |
| 6M | +7.7% | -19.7% | +27.4% | +9.7% |
| YTD | +65.1% | -4.6% | +69.6% | +65.1% |
| 1Y | +74.8% | -14.3% | +89.1% | +76.7% |
| 3Y | +36.9% | +4.0% | +32.9% | +19.6% |
| 5Y | +16.1% | -62.2% | +78.3% | +6.7% |
| 10Y | +740.3% | +241.4% | +499.0% | +148.0% |
| All | +1,303.6% | +1,082.6% | +220.9% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling