+24.8%
GDX vs ENTG
+63.3%
-38.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.5% | +15.5% | +10.7% |
| 7D | +0.8% | -10.3% | +11.1% | +3.5% |
| 30D | -3.2% | -14.4% | +11.1% | +0.3% |
| 3M | +8.6% | -1.1% | +9.7% | +7.4% |
| 6M | -1.2% | +3.0% | -4.2% | -7.7% |
| YTD | -1.4% | +70.1% | -71.5% | -20.2% |
| 1Y | +24.8% | +65.7% | -41.0% | +1.7% |
| All | +24.8% | +63.3% | -38.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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