+606.9%
GEV vs ENTG
-1.8%
+608.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.1% | -1.2% |
| 7D | -1.9% | +5.1% | -7.0% | -4.0% |
| 30D | -8.7% | -8.5% | -0.2% | -5.5% |
| 3M | +6.6% | +6.7% | -0.1% | +2.0% |
| 6M | +10.2% | +17.7% | -7.5% | +0.3% |
| YTD | +41.6% | +63.5% | -21.8% | +11.1% |
| 1Y | +43.9% | +73.6% | -29.7% | +8.6% |
| All | +606.9% | -1.8% | +608.7% | +594.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling