-3.9%
GLD vs AFL
+13.7%
-17.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.0% |
| 7D | -2.0% | +1.4% | -3.4% | -1.6% |
| 30D | -4.4% | +9.7% | -14.1% | -2.2% |
| 3M | -8.9% | +5.5% | -14.4% | -7.8% |
| 6M | -16.0% | +11.2% | -27.2% | -14.0% |
| YTD | -7.9% | +17.1% | -24.9% | -6.4% |
| 1Y | -3.9% | +14.0% | -17.9% | -2.2% |
| All | -3.9% | +13.7% | -17.6% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling