+190.6%
GD vs AFL
+294.8%
-104.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.1% |
| 7D | -3.5% | -0.7% | -2.7% | -3.1% |
| 30D | -9.0% | -7.1% | -1.9% | -5.8% |
| 3M | +5.1% | +0.4% | +4.6% | +4.6% |
| 6M | -1.0% | +4.5% | -5.5% | -3.5% |
| YTD | +7.3% | +6.1% | +1.2% | +3.6% |
| 1Y | +12.4% | +10.6% | +1.9% | +6.1% |
| 3Y | +73.7% | +64.0% | +9.7% | +32.1% |
| 5Y | +93.8% | +133.7% | -40.0% | +20.3% |
| 10Y | +190.6% | +298.0% | -107.4% | +40.2% |
| All | +190.6% | +294.8% | -104.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AFL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling