+213.0%
GLDM vs AFL
+248.9%
-35.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | -4.4% | +9.7% | -14.1% | -4.5% |
| 3M | -8.8% | +5.5% | -14.4% | -8.9% |
| 6M | -15.9% | +11.2% | -27.1% | -16.0% |
| YTD | -7.7% | +17.1% | -24.8% | -7.9% |
| 1Y | -3.6% | +14.0% | -17.6% | -3.7% |
| 3Y | +105.2% | +66.3% | +39.0% | +103.7% |
| 5Y | +112.8% | +152.7% | -39.9% | +110.3% |
| All | +213.0% | +248.9% | -35.9% | +201.1% |
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