+291.6%
GDX vs ENTG
+778.5%
-486.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.9% | +0.5% | -2.8% |
| 7D | -5.4% | +5.1% | -10.5% | -6.2% |
| 30D | +6.6% | -8.5% | +15.1% | +7.8% |
| 3M | +30.1% | +6.7% | +23.4% | +26.9% |
| 6M | -7.1% | +17.7% | -24.8% | -10.6% |
| YTD | +12.0% | +63.5% | -51.5% | +3.0% |
| 1Y | +41.2% | +73.6% | -32.4% | +28.2% |
| 3Y | +251.0% | +44.6% | +206.4% | +218.3% |
| 5Y | +226.7% | +16.1% | +210.6% | +192.7% |
| All | +291.6% | +778.5% | -486.9% | +220.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling