+1,463.7%
GIS vs AFL
+18,542.8%
-17,079.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.3% |
| 7D | -8.3% | -0.7% | -7.5% | -8.2% |
| 30D | +2.2% | -7.1% | +9.3% | +3.2% |
| 3M | +15.7% | +0.4% | +15.3% | +15.6% |
| 6M | -12.0% | +4.5% | -16.5% | -12.5% |
| YTD | -15.0% | +6.1% | -21.0% | -15.7% |
| 1Y | -20.1% | +10.6% | -30.7% | -21.3% |
| 3Y | -34.6% | +64.0% | -98.6% | -39.0% |
| 5Y | -22.8% | +133.7% | -156.6% | -31.6% |
| 10Y | -18.5% | +298.0% | -316.5% | -34.1% |
| All | +1,463.7% | +18,542.8% | -17,079.1% | +454.0% |
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 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