+12.1%
GS vs ENTG
+45.2%
-33.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.0% |
| 7D | -3.2% | -17.1% | +13.9% | +0.8% |
| 30D | -2.4% | -23.0% | +20.6% | +3.0% |
| 3M | -15.7% | -10.2% | -5.5% | -14.8% |
| 6M | -6.8% | -17.8% | +11.0% | -6.4% |
| YTD | -0.1% | +52.4% | -52.4% | -19.5% |
| 1Y | +12.1% | +49.8% | -37.7% | -9.2% |
| All | +12.1% | +45.2% | -33.1% | -9.2% |
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