-12.1%
GFS vs BEN
+52.9%
-65.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.5% |
| 7D | -5.3% | +12.1% | -17.4% | -12.2% |
| 30D | -15.8% | +13.4% | -29.2% | -22.5% |
| 3M | -18.6% | +9.4% | -28.0% | -23.4% |
| 6M | -45.0% | +19.3% | -64.2% | -51.3% |
| YTD | +16.8% | +57.3% | -40.5% | -15.3% |
| 1Y | +17.8% | +69.1% | -51.3% | -18.8% |
| 3Y | -21.5% | +85.6% | -107.2% | -52.0% |
| 5Y | -29.3% | +32.9% | -62.3% | -45.8% |
| All | -12.1% | +52.9% | -65.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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