+31.2%
BEN vs GAP
+5.8%
+25.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | +7.2% | -9.3% | +16.5% | +9.5% |
| 30D | +14.1% | -5.5% | +19.6% | +15.5% |
| 3M | +9.9% | +3.5% | +6.4% | +8.5% |
| 6M | +17.4% | +0.7% | +16.7% | +15.7% |
| YTD | +57.3% | -13.4% | +70.7% | +59.2% |
| 1Y | +66.9% | -7.7% | +74.6% | +66.2% |
| 3Y | +85.7% | +74.4% | +11.2% | +45.5% |
| 5Y | +31.2% | +5.3% | +25.9% | +1.0% |
| All | +31.2% | +5.8% | +25.4% | +1.0% |
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