+15.9%
GS vs ENTG
+57.8%
-41.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.4% | -4.8% | +2.5% |
| 7D | +0.8% | -7.6% | +8.4% | +2.4% |
| 30D | +1.2% | -15.5% | +16.7% | +4.5% |
| 3M | -12.4% | -7.8% | -4.6% | -11.9% |
| 6M | -2.3% | -5.9% | +3.6% | -5.2% |
| YTD | +4.6% | +66.7% | -62.1% | -17.7% |
| All | +15.9% | +57.8% | -41.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling