+138.9%
GLD vs ENTG
+18.8%
+120.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +0.7% | +8.9% | -8.2% | +0.3% |
| 30D | +0.3% | -7.2% | +7.5% | +0.6% |
| 3M | +0.6% | +6.4% | -5.8% | -0.2% |
| 6M | -15.6% | +25.7% | -41.3% | -16.9% |
| YTD | +0.9% | +67.9% | -67.0% | -1.5% |
| 1Y | +19.4% | +72.4% | -53.0% | +16.3% |
| 3Y | +124.5% | +48.4% | +76.0% | +118.7% |
| 5Y | +138.9% | +20.1% | +118.9% | +130.7% |
| All | +138.9% | +18.8% | +120.2% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling