-10.3%
GFS vs AFL
+156.0%
-166.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +7.4% | +2.9% | +4.5% | +6.3% |
| 30D | -15.3% | +8.0% | -23.2% | -17.8% |
| 3M | -21.1% | +5.9% | -27.0% | -23.0% |
| 6M | -44.5% | +11.6% | -56.1% | -47.6% |
| YTD | +19.2% | +17.5% | +1.7% | +9.4% |
| 1Y | +27.2% | +13.3% | +14.0% | +18.7% |
| 3Y | -20.1% | +67.0% | -87.2% | -40.1% |
| 5Y | -25.6% | +150.6% | -176.2% | -56.3% |
| All | -10.3% | +156.0% | -166.3% | -48.4% |
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