+248.5%
GLDM vs AFL
+221.7%
+26.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | -6.2% | +10.6% | +4.4% |
| 3M | -1.1% | +2.2% | -3.2% | -1.1% |
| 6M | -13.7% | +5.3% | -18.9% | -13.8% |
| YTD | +2.8% | +8.0% | -5.2% | +2.6% |
| 1Y | +24.8% | +10.2% | +14.6% | +24.6% |
| 3Y | +127.8% | +67.1% | +60.7% | +126.0% |
| 5Y | +141.1% | +135.6% | +5.6% | +138.4% |
| All | +248.5% | +221.7% | +26.7% | +235.3% |
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