+238.7%
GM vs BEN
+63.7%
+175.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +0.4% | +4.7% | -4.3% | -2.2% |
| 30D | -1.8% | +2.6% | -4.4% | -3.4% |
| 3M | +2.6% | +11.5% | -8.9% | -3.9% |
| 6M | +14.6% | +35.3% | -20.8% | -4.3% |
| YTD | +6.2% | +48.6% | -42.4% | -16.2% |
| 1Y | +48.7% | +46.7% | +2.0% | +17.6% |
| 3Y | +168.3% | +57.0% | +111.3% | +97.4% |
| 5Y | +82.8% | +41.8% | +41.0% | +40.0% |
| 10Y | +226.2% | +55.2% | +171.0% | +115.3% |
| All | +238.7% | +63.7% | +175.0% | +110.2% |
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