+212.6%
GLW vs ENTG
-10.4%
+223.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.5% |
| 7D | -13.9% | -17.1% | +3.2% | -6.6% |
| 30D | -35.0% | -23.0% | -12.0% | -27.4% |
| 3M | -32.4% | -10.2% | -22.1% | -28.8% |
| 6M | -41.3% | -17.8% | -23.6% | -35.6% |
| YTD | +21.8% | +52.4% | -30.5% | +10.7% |
| 1Y | +21.8% | +49.8% | -27.9% | +11.1% |
| 3Y | +307.7% | +42.1% | +265.5% | +257.7% |
| All | +212.6% | -10.4% | +223.1% | +201.8% |
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