-12.3%
GFS vs BEN
+51.2%
-63.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.5% | +0.7% |
| 7D | -3.1% | +12.2% | -15.3% | -10.2% |
| 30D | -16.0% | +12.1% | -28.1% | -22.1% |
| 3M | -24.7% | +7.3% | -32.0% | -28.1% |
| 6M | -45.1% | +17.9% | -63.0% | -51.1% |
| YTD | +16.5% | +55.4% | -39.0% | -14.9% |
| 1Y | +19.3% | +69.3% | -50.0% | -17.8% |
| 3Y | -20.0% | +82.8% | -102.8% | -50.6% |
| 5Y | -32.0% | +28.8% | -60.8% | -46.8% |
| All | -12.3% | +51.2% | -63.5% | -36.5% |
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