+40.2%
GDX vs ENTG
+75.7%
-35.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | +0.6% |
| 7D | -2.2% | +1.2% | -3.4% | -2.5% |
| 30D | +6.8% | -12.9% | +19.6% | +10.3% |
| 3M | +24.9% | -3.1% | +28.0% | +21.4% |
| 6M | -4.2% | +21.0% | -25.2% | -13.1% |
| YTD | +13.2% | +67.0% | -53.8% | -2.2% |
| 1Y | +40.2% | +68.6% | -28.4% | +18.1% |
| All | +40.2% | +75.7% | -35.5% | +18.1% |
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