+486.7%
GS vs ENTG
+737.3%
-250.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.1% |
| 7D | -3.2% | -17.1% | +13.9% | +2.1% |
| 30D | -2.4% | -23.0% | +20.6% | +4.6% |
| 3M | -15.7% | -10.2% | -5.5% | -14.6% |
| 6M | -6.8% | -17.8% | +11.0% | -5.5% |
| YTD | -0.1% | +52.4% | -52.4% | -18.1% |
| 1Y | +12.1% | +49.8% | -37.7% | -7.9% |
| 3Y | +185.8% | +42.1% | +143.7% | +122.4% |
| 5Y | +140.1% | -10.2% | +150.3% | +105.1% |
| All | +486.7% | +737.3% | -250.6% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling