-39.0%
GIS vs ENTG
+57.0%
-96.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +2.1% |
| 7D | -3.4% | +15.2% | -18.5% | -2.1% |
| 30D | +6.9% | -3.6% | +10.5% | +7.2% |
| 3M | -10.1% | -10.0% | -0.2% | -10.0% |
| 6M | +5.9% | +1.8% | +4.1% | +7.2% |
| YTD | -21.1% | +75.5% | -96.6% | -18.7% |
| 1Y | -22.5% | +82.4% | -104.9% | -20.0% |
| 3Y | -39.0% | +58.5% | -97.5% | -39.1% |
| All | -39.0% | +57.0% | -96.0% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling