+106.5%
GLDM vs AFL
+151.4%
-44.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | +0.2% | -5.7% | -5.5% |
| 30D | -7.0% | +8.6% | -15.6% | -7.0% |
| 3M | -12.3% | +5.3% | -17.6% | -12.3% |
| 6M | -17.9% | +10.0% | -27.9% | -18.0% |
| YTD | -10.3% | +16.5% | -26.8% | -10.6% |
| 1Y | -7.8% | +12.7% | -20.5% | -8.0% |
| 3Y | +99.5% | +65.5% | +34.0% | +95.9% |
| 5Y | +106.5% | +148.5% | -42.0% | +100.0% |
| All | +106.5% | +151.4% | -44.9% | +100.0% |
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