+51.5%
ENTG vs GTLB
-12.2%
+63.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +8.9% | -6.6% | +15.5% | +10.4% |
| 30D | -0.8% | +13.7% | -14.6% | -3.9% |
| 3M | +6.6% | +52.9% | -46.4% | -3.9% |
| 6M | +22.1% | +88.5% | -66.4% | +2.3% |
| YTD | +70.2% | +23.4% | +46.7% | +60.4% |
| 1Y | +76.7% | -3.8% | +80.5% | +79.5% |
| All | +51.5% | -12.2% | +63.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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