+332.4%
GIS vs ENTG
+1,318.8%
-986.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.2% | +2.5% |
| 7D | -3.4% | +15.2% | -18.5% | -3.8% |
| 30D | +6.9% | -3.6% | +10.5% | +6.8% |
| 3M | -10.1% | -10.0% | -0.2% | -10.1% |
| 6M | +5.9% | +1.8% | +4.1% | +4.9% |
| YTD | -21.1% | +75.5% | -96.6% | -23.7% |
| 1Y | -22.5% | +82.4% | -104.9% | -25.3% |
| 3Y | -39.0% | +58.5% | -97.5% | -41.6% |
| 5Y | -33.3% | +0.4% | -33.7% | -35.7% |
| 10Y | -17.0% | +759.6% | -776.7% | -29.3% |
| All | +332.4% | +1,318.8% | -986.4% | +241.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling