+24.5%
GLD vs ENTG
+76.2%
-51.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.5% |
| 7D | -0.5% | +2.8% | -3.3% | -0.8% |
| 30D | +4.4% | -4.7% | +9.1% | +4.7% |
| 3M | -1.1% | -0.7% | -0.4% | -2.7% |
| 6M | -13.8% | +7.7% | -21.5% | -16.3% |
| YTD | +2.6% | +65.1% | -62.4% | -2.1% |
| 1Y | +24.5% | +74.8% | -50.3% | +18.2% |
| All | +24.5% | +76.2% | -51.7% | +18.2% |
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