+457.2%
GS vs ENTG
+753.2%
-296.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | +1.6% | -9.3% | +10.9% | +4.3% |
| 30D | +1.7% | -16.4% | +18.0% | +6.2% |
| 3M | -11.6% | -3.8% | -7.7% | -12.1% |
| 6M | -1.9% | -6.9% | +5.0% | -4.3% |
| YTD | +5.1% | +65.0% | -59.9% | -15.9% |
| 1Y | +16.4% | +61.7% | -45.3% | -6.5% |
| 3Y | +199.0% | +46.6% | +152.3% | +131.1% |
| 5Y | +157.4% | -2.7% | +160.1% | +114.7% |
| 10Y | +457.2% | +743.3% | -286.1% | +104.7% |
| All | +457.2% | +753.2% | -296.0% | +104.7% |
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