+75.8%
GM vs ENTG
+16.8%
+58.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.1% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -1.1% | -12.9% | +11.7% | +2.1% |
| 3M | +6.1% | -3.1% | +9.2% | +3.7% |
| 6M | +15.0% | +21.0% | -6.0% | +3.6% |
| YTD | +6.0% | +67.0% | -61.0% | -14.6% |
| 1Y | +47.1% | +68.6% | -21.5% | +16.2% |
| 3Y | +170.5% | +48.6% | +121.9% | +105.1% |
| All | +75.8% | +16.8% | +58.9% | +49.5% |
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 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