-19.9%
GFS vs AFL
+69.3%
-89.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | -8.6% | -6.2% | -2.4% | -7.5% |
| 3M | -46.5% | +2.2% | -48.7% | -47.3% |
| 6M | -4.8% | +5.3% | -10.1% | -7.2% |
| YTD | +29.7% | +8.0% | +21.7% | +25.0% |
| 1Y | +35.8% | +10.2% | +25.6% | +29.6% |
| All | -19.9% | +69.3% | -89.2% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling