+218.2%
GLD vs ENTG
+786.9%
-568.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | +0.1% | +8.9% | -8.8% | -0.2% |
| 30D | +0.2% | -0.8% | +1.0% | +0.2% |
| 3M | +3.2% | +6.6% | -3.3% | +2.5% |
| 6M | -14.6% | +22.1% | -36.7% | -15.7% |
| YTD | +1.8% | +70.2% | -68.4% | -0.4% |
| 1Y | +20.7% | +76.7% | -56.0% | +17.8% |
| 3Y | +126.5% | +50.5% | +76.0% | +120.8% |
| 5Y | +140.0% | +21.8% | +118.2% | +132.8% |
| 10Y | +218.2% | +811.7% | -593.5% | +216.3% |
| All | +218.2% | +786.9% | -568.6% | +216.3% |
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