+10.6%
ENTG vs GTLB
-47.1%
+57.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.9% |
| 7D | +2.8% | +11.1% | -8.2% | +0.2% |
| 30D | -4.7% | +37.8% | -42.5% | -12.2% |
| 3M | -0.7% | +61.6% | -62.3% | -12.7% |
| 6M | +7.7% | +98.9% | -91.2% | -12.2% |
| YTD | +65.1% | +32.8% | +32.3% | +48.1% |
| 1Y | +74.8% | +14.7% | +60.1% | +61.7% |
| 3Y | +36.9% | +1.3% | +35.6% | +25.2% |
| All | +10.6% | -47.1% | +57.7% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling