+782.9%
ENTG vs GWRE
+131.0%
+652.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +1.2% | -13.2% | +14.4% | +6.5% |
| 30D | -12.9% | -18.6% | +5.7% | -8.4% |
| 3M | -3.1% | +18.9% | -22.0% | -16.9% |
| 6M | +21.0% | -11.0% | +32.0% | +13.9% |
| YTD | +67.0% | -29.9% | +96.9% | +74.5% |
| 1Y | +68.6% | -44.3% | +113.0% | +100.0% |
| 3Y | +48.6% | +51.7% | -3.0% | -10.9% |
| 5Y | +18.6% | +15.4% | +3.2% | -19.4% |
| All | +782.9% | +131.0% | +652.0% | +290.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling