+1,180.2%
GS vs ENTG
+1,131.8%
+48.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.1% |
| 7D | -3.2% | -17.1% | +13.9% | +1.7% |
| 30D | -2.4% | -23.0% | +20.6% | +4.1% |
| 3M | -15.7% | -10.2% | -5.5% | -14.6% |
| 6M | -6.8% | -17.8% | +11.0% | -5.4% |
| YTD | -0.1% | +52.4% | -52.4% | -15.8% |
| 1Y | +12.1% | +49.8% | -37.7% | -5.5% |
| 3Y | +185.8% | +42.1% | +143.7% | +132.0% |
| 5Y | +140.1% | -10.2% | +150.3% | +108.2% |
| 10Y | +505.2% | +756.0% | -250.7% | +167.4% |
| All | +1,180.2% | +1,131.8% | +48.4% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling