+421.2%
GLW vs ENTG
+44.2%
+377.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +2.8% |
| 7D | +3.8% | +2.8% | +0.9% | +2.4% |
| 30D | -1.3% | -4.7% | +3.3% | +0.9% |
| 3M | -21.8% | -0.7% | -21.1% | -20.3% |
| 6M | +6.9% | +7.7% | -0.8% | +5.9% |
| YTD | +77.2% | +65.1% | +12.1% | +53.4% |
| 1Y | +123.2% | +74.8% | +48.5% | +88.7% |
| All | +421.2% | +44.2% | +377.1% | +341.1% |
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