+72.0%
BEN vs GGLL
+210.8%
-138.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.8% |
| 7D | +6.8% | +7.7% | -0.9% | +5.3% |
| 30D | +18.0% | -30.2% | +48.2% | +24.8% |
| 3M | +7.5% | -31.3% | +38.7% | +13.7% |
| 6M | +14.7% | -52.1% | +66.8% | +28.9% |
| YTD | +56.1% | -25.9% | +81.9% | +58.7% |
| 1Y | +69.6% | -8.5% | +78.0% | +64.5% |
| 3Y | +87.7% | +165.5% | -77.9% | +32.3% |
| All | +72.0% | +210.8% | -138.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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