+478.5%
GS vs ENTG
+810.6%
-332.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.4% | -4.8% | +1.8% |
| 7D | +0.8% | -7.6% | +8.4% | +2.9% |
| 30D | +1.2% | -15.5% | +16.7% | +5.4% |
| 3M | -12.4% | -7.8% | -4.6% | -11.8% |
| 6M | -2.3% | -5.9% | +3.6% | -5.0% |
| YTD | +4.6% | +66.7% | -62.1% | -16.5% |
| 1Y | +17.5% | +62.1% | -44.6% | -5.7% |
| 3Y | +202.0% | +56.3% | +145.8% | +128.5% |
| 5Y | +152.4% | -3.8% | +156.2% | +111.6% |
| 10Y | +478.5% | +770.1% | -291.5% | +107.3% |
| All | +478.5% | +810.6% | -332.1% | +107.3% |
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