+57.0%
BEN vs GME
+4.1%
+52.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | +4.7% | +0.4% | +4.3% | +4.7% |
| 30D | +2.6% | -1.4% | +4.0% | +2.7% |
| 3M | +11.5% | -15.1% | +26.6% | +12.3% |
| 6M | +35.3% | -22.5% | +57.8% | +36.7% |
| YTD | +48.6% | -5.9% | +54.6% | +48.8% |
| 1Y | +46.7% | -18.6% | +65.3% | +47.6% |
| 3Y | +57.0% | +6.7% | +50.4% | +45.2% |
| All | +57.0% | +4.1% | +52.9% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling