+188.5%
GD vs AFL
+350.1%
-161.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.2% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | +8.9% | +10.0% | -1.1% | +3.9% |
| 3M | -8.0% | -1.6% | -6.5% | -7.5% |
| 6M | +2.9% | +10.5% | -7.6% | -2.3% |
| YTD | +7.1% | +14.3% | -7.2% | -0.4% |
| 1Y | +5.9% | +11.4% | -5.5% | -0.2% |
| 3Y | +53.9% | +62.4% | -8.6% | +17.8% |
| 5Y | +95.4% | +144.8% | -49.4% | +18.8% |
| All | +188.5% | +350.1% | -161.6% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling