+208.4%
GLD vs ENTG
+753.2%
-544.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +2.8% | -9.3% | +12.1% | +3.2% |
| 30D | -4.0% | -16.4% | +12.4% | -3.4% |
| 3M | -8.2% | -3.8% | -4.4% | -8.3% |
| 6M | -14.8% | -6.9% | -7.9% | -15.2% |
| YTD | -6.8% | +65.0% | -71.8% | -8.9% |
| 1Y | -2.4% | +61.7% | -64.1% | -4.6% |
| 3Y | +105.8% | +46.6% | +59.1% | +100.5% |
| 5Y | +113.3% | -2.7% | +116.0% | +107.8% |
| 10Y | +208.4% | +743.3% | -534.8% | +206.2% |
| All | +208.4% | +753.2% | -544.8% | +206.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling