+770.1%
ENTG vs GPC
+93.7%
+676.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.3% | +7.1% | +8.2% |
| 7D | -7.6% | +0.8% | -8.4% | -7.9% |
| 30D | -15.5% | -1.1% | -14.4% | -15.6% |
| 3M | -7.8% | -6.6% | -1.2% | -5.3% |
| 6M | -5.9% | +22.2% | -28.2% | -19.0% |
| YTD | +66.7% | +5.1% | +61.7% | +54.3% |
| 1Y | +62.1% | +2.8% | +59.3% | +51.9% |
| 3Y | +56.3% | +2.4% | +53.9% | +41.0% |
| 5Y | -3.8% | +7.8% | -11.6% | -14.9% |
| 10Y | +770.1% | +87.2% | +682.8% | +457.7% |
| All | +770.1% | +93.7% | +676.3% | +457.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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