+305.7%
GDX vs ENTG
+814.5%
-508.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +1.9% | +8.9% | -7.0% | +0.5% |
| 30D | +9.9% | -0.8% | +10.7% | +9.8% |
| 3M | +28.2% | +6.6% | +21.6% | +25.1% |
| 6M | -2.9% | +22.1% | -25.0% | -7.1% |
| YTD | +16.0% | +70.2% | -54.2% | +6.0% |
| 1Y | +49.9% | +76.7% | -26.8% | +35.6% |
| 3Y | +263.6% | +50.5% | +213.1% | +227.7% |
| 5Y | +233.6% | +21.8% | +211.8% | +196.7% |
| All | +305.7% | +814.5% | -508.9% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling