-2.4%
GFS vs AFL
+135.1%
-137.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | -8.6% | -6.2% | -2.4% | -6.3% |
| 3M | -46.5% | +2.2% | -48.7% | -47.7% |
| 6M | -4.8% | +5.3% | -10.1% | -8.2% |
| YTD | +29.7% | +8.0% | +21.7% | +23.2% |
| 1Y | +35.8% | +10.2% | +25.6% | +27.2% |
| 3Y | -18.3% | +67.1% | -85.4% | -40.0% |
| All | -2.4% | +135.1% | -137.5% | -41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling