-11.8%
ENTG vs GPC
+3.6%
-15.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.3% |
| 7D | -17.1% | +1.6% | -18.7% | -17.8% |
| 30D | -23.0% | -2.1% | -20.9% | -22.8% |
| 3M | -10.2% | -6.8% | -3.4% | -7.8% |
| 6M | -17.8% | +18.6% | -36.4% | -28.7% |
| YTD | +52.4% | +2.7% | +49.7% | +41.6% |
| 1Y | +49.8% | +1.8% | +48.0% | +40.0% |
| 3Y | +42.1% | +1.1% | +41.1% | +23.0% |
| All | -11.8% | +3.6% | -15.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling