+238.7%
GM vs ENTG
+2,303.7%
-2,065.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.8% |
| 7D | +0.4% | +8.9% | -8.5% | -2.5% |
| 30D | -1.8% | -7.2% | +5.4% | -0.1% |
| 3M | +2.6% | +6.4% | -3.8% | -3.8% |
| 6M | +14.6% | +25.7% | -11.1% | -0.4% |
| YTD | +6.2% | +67.9% | -61.7% | -18.1% |
| 1Y | +48.7% | +72.4% | -23.7% | +11.3% |
| 3Y | +168.3% | +48.4% | +119.9% | +95.3% |
| 5Y | +82.8% | +20.1% | +62.7% | +35.6% |
| 10Y | +226.2% | +768.2% | -541.9% | +2.1% |
| All | +238.7% | +2,303.7% | -2,065.0% | -28.5% |
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