+47.8%
BEN vs GAP
-7.4%
+55.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.0% | -0.9% |
| 7D | +3.4% | -3.2% | +6.5% | +3.8% |
| 30D | +1.8% | -0.7% | +2.5% | +1.8% |
| 3M | +8.4% | -0.5% | +8.8% | +8.2% |
| 6M | +35.6% | -5.0% | +40.6% | +35.0% |
| YTD | +46.4% | -14.7% | +61.0% | +48.8% |
| All | +47.8% | -7.4% | +55.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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