+643.2%
GEV vs ENTG
+0.8%
+642.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.4% |
| 7D | +8.1% | +8.9% | -0.8% | +4.3% |
| 30D | -1.9% | -7.2% | +5.3% | +0.9% |
| 3M | +4.1% | +6.4% | -2.3% | -0.3% |
| 6M | +23.2% | +25.7% | -2.5% | +9.3% |
| YTD | +48.9% | +67.9% | -19.0% | +15.6% |
| 1Y | +62.2% | +72.4% | -10.2% | +22.7% |
| All | +643.2% | +0.8% | +642.4% | +621.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling