+60.0%
BEN vs GPC
+82.0%
-22.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.3% |
| 7D | +4.7% | +0.2% | +4.5% | +4.5% |
| 30D | +2.6% | -0.4% | +3.0% | +2.7% |
| 3M | +11.5% | +39.2% | -27.7% | -8.4% |
| 6M | +35.3% | +18.2% | +17.1% | +21.2% |
| YTD | +48.6% | +12.1% | +36.5% | +34.8% |
| 1Y | +46.7% | -0.7% | +47.4% | +42.3% |
| 3Y | +57.0% | -1.7% | +58.7% | +45.8% |
| 5Y | +41.8% | +29.3% | +12.5% | +8.9% |
| All | +60.0% | +82.0% | -22.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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