+281.7%
GDXJ vs ENTG
+42.3%
+239.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | 0.0% | -3.1% |
| 7D | -6.2% | +5.1% | -11.3% | -7.4% |
| 30D | +4.6% | -8.5% | +13.2% | +6.5% |
| 3M | +31.3% | +6.7% | +24.6% | +26.0% |
| 6M | -10.7% | +17.7% | -28.4% | -16.0% |
| YTD | +9.1% | +63.5% | -54.4% | -3.5% |
| 1Y | +44.1% | +73.6% | -29.5% | +25.2% |
| All | +281.7% | +42.3% | +239.3% | +222.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling