+722.8%
GLD vs ENTG
+1,557.4%
-834.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.3% | -12.4% | -1.4% |
| 7D | -2.0% | +7.9% | -9.9% | -2.2% |
| 30D | -4.4% | -3.6% | -0.9% | -4.5% |
| 3M | -8.9% | +2.7% | -11.7% | -9.1% |
| 6M | -16.0% | +3.6% | -19.5% | -16.4% |
| YTD | -7.9% | +83.6% | -91.5% | -9.4% |
| 1Y | -3.9% | +84.9% | -88.7% | -5.5% |
| 3Y | +103.4% | +63.2% | +40.2% | +99.7% |
| 5Y | +109.7% | +4.9% | +104.8% | +106.1% |
| 10Y | +211.8% | +799.3% | -587.5% | +197.2% |
| All | +722.8% | +1,557.4% | -834.5% | +668.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling