+242.5%
GLDM vs AFL
+216.1%
+26.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | +0.7% | -0.7% | +1.5% | +0.8% |
| 30D | +0.3% | -7.1% | +7.4% | +0.4% |
| 3M | +0.7% | +0.4% | +0.3% | +0.7% |
| 6M | -15.4% | +4.5% | -20.0% | -15.5% |
| YTD | +1.0% | +6.1% | -5.1% | +0.9% |
| 1Y | +19.7% | +10.6% | +9.2% | +19.5% |
| 3Y | +126.5% | +64.0% | +62.5% | +124.7% |
| 5Y | +142.5% | +133.7% | +8.8% | +139.7% |
| All | +242.5% | +216.1% | +26.4% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling