+17.5%
GFS vs BEN
+70.3%
-52.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.5% | +1.6% |
| 7D | -3.1% | +12.2% | -15.3% | -8.4% |
| 30D | -16.0% | +12.1% | -28.1% | -20.5% |
| 3M | -24.7% | +7.3% | -32.0% | -27.3% |
| 6M | -45.1% | +17.9% | -63.0% | -49.1% |
| YTD | +16.5% | +55.4% | -39.0% | -9.6% |
| All | +17.5% | +70.3% | -52.9% | -13.7% |
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