-4.8%
GFS vs BEN
+33.2%
-38.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | -0.7% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | -8.6% | -0.5% | -8.0% | -8.4% |
| 3M | -46.5% | +9.7% | -56.3% | -49.9% |
| 6M | -4.8% | +33.9% | -38.7% | -24.9% |
| All | -4.8% | +33.2% | -38.0% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling