+109.7%
GLD vs AFL
+154.2%
-44.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | -4.4% | +9.7% | -14.1% | -4.5% |
| 3M | -8.9% | +5.5% | -14.4% | -9.0% |
| 6M | -16.0% | +11.2% | -27.2% | -16.1% |
| YTD | -7.9% | +17.1% | -24.9% | -8.3% |
| 1Y | -3.9% | +14.0% | -17.9% | -4.2% |
| 3Y | +103.4% | +66.3% | +37.2% | +99.4% |
| 5Y | +109.7% | +152.7% | -43.0% | +102.4% |
| All | +109.7% | +154.2% | -44.4% | +102.4% |
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 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