+1,375.6%
ENTG vs GWRE
+736.4%
+639.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.4% |
| 7D | +5.1% | -30.9% | +36.1% | +17.3% |
| 30D | -8.5% | -20.7% | +12.2% | -3.4% |
| 3M | +6.7% | +20.2% | -13.5% | -6.6% |
| 6M | +17.7% | -11.9% | +29.6% | +12.5% |
| YTD | +63.5% | -30.3% | +93.8% | +69.5% |
| 1Y | +73.6% | -44.6% | +118.2% | +98.9% |
| 3Y | +44.6% | +48.8% | -4.2% | +0.8% |
| 5Y | +16.1% | +14.8% | +1.3% | -11.7% |
| 10Y | +775.8% | +128.1% | +647.8% | +425.2% |
| All | +1,375.6% | +736.4% | +639.3% | +620.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling