diff --git a/.github/workflows/Benchmark.yml b/.github/workflows/Benchmark.yml
new file mode 100644
index 0000000..1bb0cd7
--- /dev/null
+++ b/.github/workflows/Benchmark.yml
@@ -0,0 +1,59 @@
+name: Benchmarks
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
+
+concurrency:
+  # Skip intermediate builds: always.
+  # Cancel intermediate builds: only if it is a pull request build.
+  group: ${{ github.workflow }}-${{ github.ref }}
+  cancel-in-progress: ${{ startsWith(github.ref, 'refs/pull/') }}
+
+jobs:
+  benchmark:
+    permissions:
+      contents: write
+      pull-requests: write
+      repository-projects: write
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: julia-actions/setup-julia@v1
+        with:
+          version: '1'
+          arch: x64
+      - uses: actions/cache@v4
+        env:
+          cache-name: cache-artifacts
+        with:
+          path: ~/.julia/artifacts
+          key: ${{ runner.os }}-test-${{ env.cache-name }}-${{ hashFiles('**/Project.toml') }}
+          restore-keys: |
+            ${{ runner.os }}-test-${{ env.cache-name }}-
+            ${{ runner.os }}-test-
+            ${{ runner.os }}-
+      - name: Run benchmark
+        run: |
+          cd bench
+          julia --project --color=yes -e '
+            using Pkg;
+            Pkg.develop(PackageSpec(path=joinpath(pwd(), "..")));
+            Pkg.instantiate();
+            include("runbenchmarks.jl")'
+      - name: Parse & Upload Benchmark Results
+        uses: benchmark-action/github-action-benchmark@v1
+        with:
+          name: Benchmark Results
+          tool: 'julia'
+          output-file-path: bench/benchmark_results.json
+          summary-always: true
+          github-token: ${{ secrets.GITHUB_TOKEN }}
+          comment-always: true
+          alert-threshold: "200%"
+          fail-on-alert: true
+          benchmark-data-dir-path: benchmarks
+          auto-push: ${{ github.event_name != 'pull_request' }}
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diff --git a/bench/.JuliaFormatter.toml b/bench/.JuliaFormatter.toml
new file mode 100644
index 0000000..a1917d8
--- /dev/null
+++ b/bench/.JuliaFormatter.toml
@@ -0,0 +1,9 @@
+style = "sciml"
+whitespace_in_kwargs = false
+always_use_return = true
+margin = 92
+indent = 4
+format_docstrings = true
+separate_kwargs_with_semicolon = true
+always_for_in = true
+annotate_untyped_fields_with_any = false
\ No newline at end of file
diff --git a/bench/Project.toml b/bench/Project.toml
new file mode 100644
index 0000000..75b006e
--- /dev/null
+++ b/bench/Project.toml
@@ -0,0 +1,5 @@
+[deps]
+BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
+FractionalCalculus = "638fb199-4bb2-4014-80c8-6dc0d90f156b"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
\ No newline at end of file
diff --git a/bench/README.md b/bench/README.md
new file mode 100644
index 0000000..9b183ac
--- /dev/null
+++ b/bench/README.md
@@ -0,0 +1,6 @@
+# FractionalCalculus.jl Continuous Benchmarking
+
+Currently we use the BenchmarkTools.jl package to benchmark the performance of FractionalCalculus.jl over time.
+
+This is built using https://github.com/benchmark-action/github-action-benchmark/ so it
+allows for nice visualizations of the benchmark results in github pages and produces warnings on PRs if the benchmarks regress.
\ No newline at end of file
diff --git a/bench/runbenchmarks.jl b/bench/runbenchmarks.jl
new file mode 100644
index 0000000..68026eb
--- /dev/null
+++ b/bench/runbenchmarks.jl
@@ -0,0 +1,16 @@
+using BenchmarkTools: BenchmarkTools, BenchmarkGroup, @btime, @benchmarkable
+using FractionalCalculus
+using Statistics: median
+
+const SUITE = BenchmarkGroup()
+
+testf(x) = x^2
+
+SUITE["Caputo"]["CaputoDiethelm"] = @benchmarkable fracdiff(testf, 0.5, 0.01, CaputoDiethelm())
+SUITE["Caputo"]["CaputoTrap"] = @benchmarkable fracdiff(testf, 0.5, 0.01, CaputoTrap())
+SUITE["Caputo"]["CaputoL1"] = @benchmarkable fracdiff(testf, 0.5, 0.01, CaputoL1())
+
+BenchmarkTools.tune!(SUITE)
+results = BenchmarkTools.run(SUITE; verbose=true)
+
+BenchmarkTools.save(joinpath(@__DIR__, "benchmark_results.json"), median(results))
\ No newline at end of file