+7.7%
GEHC vs ENTG
+94.9%
-87.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.7% |
| 7D | -7.9% | +5.1% | -13.0% | -8.7% |
| 30D | -11.7% | -8.5% | -3.2% | -10.6% |
| 3M | +0.8% | +6.7% | -5.9% | -4.0% |
| 6M | -11.6% | +17.7% | -29.3% | -19.0% |
| YTD | -21.6% | +63.5% | -85.0% | -34.9% |
| 1Y | -15.3% | +73.6% | -88.9% | -31.7% |
| 3Y | -0.5% | +44.6% | -45.1% | -19.7% |
| All | +7.7% | +94.9% | -87.2% | -24.7% |
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