-16.4%
GFS vs BEN
+42.2%
-58.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.5% | +3.1% |
| 7D | -7.8% | +6.6% | -14.4% | -11.6% |
| 30D | -19.7% | +3.8% | -23.5% | -21.6% |
| 3M | -23.1% | +0.2% | -23.3% | -23.3% |
| 6M | -46.4% | +10.4% | -56.8% | -50.1% |
| YTD | +11.0% | +46.2% | -35.1% | -15.5% |
| 1Y | +12.6% | +52.3% | -39.6% | -16.8% |
| 3Y | -24.9% | +65.9% | -90.9% | -50.4% |
| 5Y | -39.1% | +20.6% | -59.6% | -50.2% |
| All | -16.4% | +42.2% | -58.6% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling