Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GBMSX (GMO Benchmark-Free Allocation Fund Class R6) | 9.41% | 24.90% | 15.20% | 8.14% | NA | NA | NA | … | … |
Data as of 06/10/2026, Common starting date is 05/04/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBMSX (GMO Benchmark-Free Allocation Fund Class R6) | 05/04/2020 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.27 | 24.90 | 15.20 | 8.14 | NA | NA | NA | … | … | 9.41 | 17.95 | 4.31 | 13.45 | -2.24 | 2.93 | 10.43 |
| Sharpe Ratio | NA | 3.66 | 1.76 | 0.81 | NA | NA | NA | … | … | 3.31 | 1.82 | 0.09 | 1.40 | -0.48 | 0.50 | 2.58 |
| Standard Deviation(%) | NA | 7.08 | 7.55 | 7.34 | NA | NA | NA | … | … | 8.18 | 8.44 | 7.44 | 7.05 | 7.63 | 5.84 | 6.20 |
| Draw Down(%) | NA | 5.78 | 7.16 | 14.43 | NA | NA | NA | … | … | 5.78 | 7.16 | 4.99 | 4.66 | 13.21 | 8.25 | 2.56 |
| Yield(%) | 0.00 | 4.60 | 5.39 | 3.98 | 2.69 | 1.80 | 1.35 | … | … | 0.00 | 4.96 | 5.13 | 6.07 | 3.03 | 2.47 | 4.04 |
Data as of 06/10/2026, Common starting date is 05/04/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMSX (GMO Benchmark-Free Allocation Fund Class R6) |
3.35%
May 2021 – May 2024 |
6.45%
Jul 2020 – Jul 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBMSX (GMO Benchmark-Free Allocation Fund Class R6) |
17.02%
May 2023 – May 2026 |
9.44%
Feb 2021 – Feb 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart