-35.4%
GIS vs ENTG
+48.2%
-83.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.5% |
| 7D | -8.6% | +8.9% | -17.5% | -8.1% |
| 30D | -0.5% | -0.8% | +0.4% | -0.4% |
| 3M | +11.9% | +6.6% | +5.3% | +12.7% |
| 6M | -11.6% | +22.1% | -33.7% | -10.4% |
| YTD | -16.3% | +70.2% | -86.5% | -14.2% |
| 1Y | -21.8% | +76.7% | -98.5% | -19.8% |
| All | -35.4% | +48.2% | -83.6% | -34.8% |
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 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