Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GBMIX (GMO Benchmark-Free Allocation Fund) | 9.38% | 24.56% | 15.08% | 8.07% | NA | NA | NA | … | … |
Data as of 06/11/2026, Common starting date is 08/12/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBMIX (GMO Benchmark-Free Allocation Fund) | 08/12/2019 | 06/11/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.10 | 24.56 | 15.08 | 8.07 | NA | NA | NA | … | … | 9.38 | 22.79 | 4.18 | 13.34 | -2.32 | 2.83 | -2.58 | 7.36 |
| Sharpe Ratio | NA | 3.63 | 1.74 | 0.80 | NA | NA | NA | … | … | 3.30 | 2.65 | 0.07 | 1.38 | -0.49 | 0.48 | -0.18 | 3.63 |
| Standard Deviation(%) | NA | 7.09 | 7.55 | 7.34 | NA | NA | NA | … | … | 8.20 | 7.56 | 7.43 | 7.07 | 7.62 | 5.80 | 15.70 | 5.19 |
| Draw Down(%) | NA | 5.79 | 7.17 | 14.55 | NA | NA | NA | … | … | 5.79 | 7.17 | 5.03 | 4.70 | 13.25 | 8.32 | 23.38 | 2.24 |
| Yield(%) | 0.00 | 4.48 | 5.28 | 3.89 | 2.75 | 1.84 | 1.38 | … | … | 0.00 | 4.83 | 5.04 | 5.95 | 2.91 | 2.42 | 3.41 | 3.43 |
Data as of 06/11/2026, Common starting date is 08/12/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMIX (GMO Benchmark-Free Allocation Fund) |
-1.49%
Sep 2019 – Sep 2022 |
2.93%
Dec 2019 – Dec 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMIX (GMO Benchmark-Free Allocation Fund) |
16.90%
May 2023 – May 2026 |
9.32%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart