+437.1%
GS vs ENTG
+790.9%
-353.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | +5.1% | +22.8% | -17.7% | -1.3% |
| 30D | +2.4% | -4.9% | +7.3% | +2.9% |
| 3M | -11.5% | -4.8% | -6.7% | -11.7% |
| 6M | -2.5% | +5.6% | -8.1% | -8.6% |
| YTD | +5.5% | +82.4% | -76.9% | -18.2% |
| 1Y | +11.0% | +82.9% | -71.8% | -14.2% |
| 3Y | +200.1% | +62.1% | +137.9% | +124.7% |
| 5Y | +154.7% | +4.3% | +150.4% | +108.4% |
| All | +437.1% | +790.9% | -353.8% | +88.6% |
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