+39.4%
BEN vs GAP
+6.6%
+32.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.0% | -0.5% |
| 7D | +3.4% | -3.2% | +6.5% | +4.1% |
| 30D | +1.8% | -0.7% | +2.5% | +1.6% |
| 3M | +8.4% | -0.5% | +8.8% | +7.8% |
| 6M | +35.6% | -5.0% | +40.6% | +35.2% |
| YTD | +46.4% | -14.7% | +61.0% | +49.0% |
| 1Y | +46.3% | -8.6% | +55.0% | +45.8% |
| 3Y | +54.6% | +108.4% | -53.7% | +14.2% |
| 5Y | +39.4% | +5.8% | +33.6% | +10.3% |
| All | +39.4% | +6.6% | +32.8% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling