-2.7%
GFS vs AFL
+131.0%
-133.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.4% |
| 7D | +2.6% | -0.7% | +3.4% | +2.9% |
| 30D | -16.4% | -7.1% | -9.3% | -13.9% |
| 3M | -41.6% | +0.4% | -42.0% | -42.3% |
| 6M | -3.7% | +4.5% | -8.2% | -6.9% |
| YTD | +29.3% | +6.1% | +23.2% | +23.7% |
| 1Y | +37.1% | +10.6% | +26.6% | +27.9% |
| 3Y | -22.1% | +64.0% | -86.2% | -42.3% |
| All | -2.7% | +131.0% | -133.7% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling