+632.4%
GEV vs ENTG
+0.3%
+632.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +2.7% |
| 7D | +1.6% | +1.2% | +0.5% | +1.2% |
| 30D | -7.9% | -12.9% | +4.9% | -2.7% |
| 3M | +5.6% | -3.1% | +8.7% | +5.2% |
| 6M | +13.1% | +21.0% | -7.9% | +1.8% |
| YTD | +46.7% | +67.0% | -20.3% | +14.1% |
| 1Y | +51.3% | +68.6% | -17.3% | +15.7% |
| All | +632.4% | +0.3% | +632.1% | +612.9% |
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