-18.0%
GIS vs ENTG
+76.2%
-94.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.6% | -1.8% |
| 7D | -7.8% | +2.8% | -10.7% | -7.5% |
| 30D | +6.6% | -4.7% | +11.2% | +6.2% |
| 3M | +21.0% | -0.7% | +21.7% | +21.7% |
| 6M | -9.1% | +7.7% | -16.8% | -7.6% |
| YTD | -13.6% | +65.1% | -78.7% | -7.8% |
| 1Y | -18.0% | +74.8% | -92.8% | -14.3% |
| All | -18.0% | +76.2% | -94.2% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling