+14.0%
ENTG vs GTLB
-50.8%
+64.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.8% |
| 7D | +8.9% | -6.6% | +15.5% | +10.6% |
| 30D | -0.8% | +13.7% | -14.6% | -4.3% |
| 3M | +6.6% | +52.9% | -46.4% | -5.1% |
| 6M | +22.1% | +88.5% | -66.4% | +0.6% |
| YTD | +70.2% | +23.4% | +46.7% | +55.2% |
| 1Y | +76.7% | -3.8% | +80.5% | +71.3% |
| 3Y | +50.5% | -11.5% | +62.0% | +42.3% |
| All | +14.0% | -50.8% | +64.8% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling