+436.1%
BEN vs GME
+1,082.6%
-646.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +0.2% | +7.2% | -7.0% | -0.4% |
| 30D | -0.5% | +0.8% | -1.3% | -0.7% |
| 3M | +9.7% | -14.0% | +23.7% | +11.1% |
| 6M | +33.9% | -19.7% | +53.6% | +36.2% |
| YTD | +49.0% | -4.6% | +53.6% | +49.0% |
| 1Y | +42.1% | -14.3% | +56.5% | +43.3% |
| 3Y | +51.9% | +4.0% | +47.9% | +32.6% |
| 5Y | +39.0% | -62.2% | +101.2% | +26.4% |
| 10Y | +57.9% | +241.4% | -183.5% | -51.3% |
| All | +436.1% | +1,082.6% | -646.5% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling