+170.5%
GM vs ENTG
+45.4%
+125.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.0% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -1.1% | -12.9% | +11.7% | +1.1% |
| 3M | +6.1% | -3.1% | +9.2% | +4.6% |
| 6M | +15.0% | +21.0% | -6.0% | +6.7% |
| YTD | +6.0% | +67.0% | -61.0% | -9.2% |
| 1Y | +47.1% | +68.6% | -21.5% | +24.2% |
| 3Y | +170.5% | +48.6% | +121.9% | +116.2% |
| All | +170.5% | +45.4% | +125.1% | +116.2% |
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