-0.8%
GFS vs AFL
+130.2%
-131.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +4.5% | -2.1% | +6.6% | +5.4% |
| 30D | -8.2% | -5.4% | -2.8% | -6.2% |
| 3M | -38.9% | -0.3% | -38.6% | -39.4% |
| 6M | -2.9% | +5.2% | -8.1% | -6.4% |
| YTD | +31.8% | +5.7% | +26.1% | +26.2% |
| 1Y | +43.1% | +10.2% | +32.9% | +33.7% |
| 3Y | -20.6% | +63.4% | -84.1% | -41.2% |
| All | -0.8% | +130.2% | -131.0% | -40.5% |
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