+652.8%
GS vs ENTG
+748.7%
-95.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -1.8% |
| 7D | +0.9% | +2.8% | -1.9% | 0.0% |
| 30D | -1.6% | -4.7% | +3.1% | -0.7% |
| 3M | -4.5% | -0.7% | -3.7% | -7.3% |
| 6M | +20.9% | +7.7% | +13.2% | +13.0% |
| YTD | +19.9% | +65.1% | -45.2% | -2.8% |
| 1Y | +41.4% | +74.8% | -33.4% | +10.8% |
| 3Y | +239.2% | +36.9% | +202.3% | +170.6% |
| 5Y | +185.0% | +16.1% | +168.9% | +123.3% |
| All | +652.8% | +748.7% | -95.9% | +155.8% |
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