+39.4%
BEN vs GME
-55.8%
+95.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -1.9% |
| 7D | +3.4% | +4.8% | -1.5% | +3.0% |
| 30D | +1.8% | +5.9% | -4.1% | +1.3% |
| 3M | +8.4% | -10.7% | +19.1% | +9.1% |
| 6M | +35.6% | -19.8% | +55.4% | +37.6% |
| YTD | +46.4% | -0.9% | +47.3% | +45.9% |
| 1Y | +46.3% | -15.7% | +62.0% | +47.5% |
| 3Y | +54.6% | +12.3% | +42.3% | +33.1% |
| 5Y | +39.4% | -60.1% | +99.4% | +27.8% |
| All | +39.4% | -55.8% | +95.2% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling