+12.6%
GFS vs BEN
+54.9%
-42.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +3.9% |
| 7D | -7.8% | +6.6% | -14.4% | -10.5% |
| 30D | -19.7% | +3.8% | -23.5% | -20.9% |
| 3M | -23.1% | +0.2% | -23.3% | -23.2% |
| 6M | -46.4% | +10.4% | -56.8% | -48.6% |
| YTD | +11.0% | +46.2% | -35.1% | -10.2% |
| 1Y | +12.6% | +52.3% | -39.6% | -11.1% |
| All | +12.6% | +54.9% | -42.3% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling