+405.5%
GH vs AFL
+194.5%
+211.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.2% | -2.1% | +2.0% | +0.5% |
| 30D | -2.6% | -5.4% | +2.8% | -1.1% |
| 3M | +25.1% | -0.3% | +25.4% | +24.8% |
| 6M | +78.5% | +5.2% | +73.3% | +74.7% |
| YTD | +59.4% | +5.7% | +53.7% | +55.4% |
| 1Y | +173.9% | +10.2% | +163.6% | +162.8% |
| 3Y | +382.7% | +63.4% | +319.3% | +301.8% |
| 5Y | +24.4% | +133.0% | -108.6% | -7.4% |
| All | +405.5% | +194.5% | +211.1% | +272.4% |
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 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