-25.7%
GIS vs ENTG
+16.8%
-42.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.2% |
| 7D | -6.4% | +1.2% | -7.5% | -6.3% |
| 30D | -6.1% | -12.9% | +6.8% | -6.5% |
| 3M | +7.8% | -3.1% | +10.9% | +8.0% |
| 6M | -8.8% | +21.0% | -29.8% | -8.0% |
| YTD | -19.1% | +67.0% | -86.1% | -17.8% |
| 1Y | -24.8% | +68.6% | -93.4% | -23.5% |
| 3Y | -37.6% | +48.6% | -86.2% | -37.0% |
| All | -25.7% | +16.8% | -42.5% | -26.5% |
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