+700.9%
GLD vs AFL
+1,019.5%
-318.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -4.6% | +2.9% | -7.4% | -4.6% |
| 30D | -5.5% | +8.0% | -13.4% | -5.5% |
| 3M | -10.9% | +5.9% | -16.8% | -11.0% |
| 6M | -17.4% | +11.6% | -29.1% | -17.6% |
| YTD | -10.3% | +17.5% | -27.8% | -10.5% |
| 1Y | -7.2% | +13.3% | -20.4% | -7.3% |
| 3Y | +96.9% | +67.0% | +29.9% | +95.4% |
| 5Y | +103.8% | +150.6% | -46.9% | +101.1% |
| 10Y | +203.5% | +343.1% | -139.5% | +196.5% |
| All | +700.9% | +1,019.5% | -318.6% | +640.7% |
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