+103.2%
GLD vs ENTG
+39.6%
+63.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | +4.7% | -17.1% | +21.8% | +5.9% |
| 30D | -0.9% | -23.0% | +22.1% | +0.7% |
| 3M | -4.4% | -10.2% | +5.8% | -4.1% |
| 6M | -13.6% | -17.8% | +4.2% | -13.5% |
| YTD | -6.0% | +52.4% | -58.4% | -8.6% |
| 1Y | +1.8% | +49.8% | -48.0% | -1.1% |
| 3Y | +103.2% | +42.1% | +61.0% | +97.2% |
| All | +103.2% | +39.6% | +63.6% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling