+65.7%
ENTG vs GWRE
-24.5%
+90.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.9% | -12.4% | -4.9% |
| 7D | -10.3% | +2.2% | -12.5% | -9.6% |
| 30D | -14.4% | +4.5% | -18.9% | -13.0% |
| 3M | -1.1% | +6.4% | -7.5% | +2.2% |
| 6M | +3.0% | +18.8% | -15.9% | +14.6% |
| YTD | +70.1% | -15.1% | +85.2% | +87.3% |
| 1Y | +65.7% | -23.4% | +89.2% | +104.7% |
| All | +65.7% | -24.5% | +90.3% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling