+230.0%
GDX vs ENTG
+19.9%
+210.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.2% |
| 7D | +4.0% | +8.9% | -5.0% | +2.3% |
| 30D | +9.5% | -7.2% | +16.7% | +10.6% |
| 3M | +25.1% | +6.4% | +18.7% | +21.5% |
| 6M | -2.9% | +25.7% | -28.6% | -8.3% |
| YTD | +14.7% | +67.9% | -53.1% | +3.8% |
| 1Y | +47.4% | +72.4% | -24.9% | +32.0% |
| 3Y | +259.7% | +48.4% | +211.3% | +220.2% |
| All | +230.0% | +19.9% | +210.1% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling