+18,693.9%
AFL vs GFI
+660.1%
+18,033.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -0.1% |
| 7D | -3.3% | -5.1% | +1.9% | -3.0% |
| 30D | -5.0% | +13.4% | -18.4% | -5.7% |
| 3M | -1.8% | +36.2% | -38.0% | -3.6% |
| 6M | +4.8% | -9.8% | +14.7% | +4.9% |
| YTD | +5.4% | +7.7% | -2.2% | +4.1% |
| 1Y | +9.0% | +27.2% | -18.2% | +6.3% |
| 3Y | +63.0% | +300.3% | -237.3% | +47.2% |
| 5Y | +134.5% | +539.8% | -405.3% | +102.8% |
| 10Y | +298.6% | +1,058.5% | -759.9% | +219.7% |
| All | +18,693.9% | +660.1% | +18,033.8% | +14,638.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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