+51.8%
BEN vs GME
+285.6%
-233.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | -0.2% |
| 7D | -3.1% | +10.4% | -13.5% | -3.6% |
| 30D | +0.2% | +14.1% | -13.9% | -0.5% |
| 3M | +6.8% | -4.6% | +11.5% | +7.0% |
| 6M | +38.1% | -13.5% | +51.6% | +38.8% |
| YTD | +44.3% | +5.3% | +39.0% | +43.6% |
| 1Y | +42.6% | -14.9% | +57.5% | +43.2% |
| 3Y | +52.3% | +24.3% | +28.0% | +41.2% |
| 5Y | +37.6% | -55.6% | +93.2% | +30.2% |
| All | +51.8% | +285.6% | -233.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling