+39.3%
GEHC vs ENTG
+109.2%
-70.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +2.0% |
| 7D | +0.8% | +15.2% | -14.4% | -1.7% |
| 30D | +21.3% | -3.6% | +25.0% | +21.1% |
| 3M | +12.6% | -10.0% | +22.5% | +13.2% |
| 6M | +34.3% | +1.8% | +32.5% | +28.1% |
| YTD | +1.4% | +75.5% | -74.1% | -17.8% |
| 1Y | +12.5% | +82.4% | -69.9% | -10.1% |
| 3Y | +19.2% | +58.5% | -39.3% | -6.2% |
| All | +39.3% | +109.2% | -70.0% | -4.9% |
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