+219.4%
GLDM vs AFL
+240.6%
-21.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | +0.1% | +4.5% | +4.7% |
| 30D | -0.9% | +10.0% | -10.9% | -0.9% |
| 3M | -4.3% | -1.6% | -2.7% | -4.3% |
| 6M | -13.4% | +10.5% | -23.9% | -13.5% |
| YTD | -5.8% | +14.3% | -20.1% | -6.0% |
| 1Y | +2.1% | +11.4% | -9.3% | +1.9% |
| 3Y | +105.0% | +62.4% | +42.6% | +103.5% |
| 5Y | +122.5% | +144.8% | -22.3% | +119.9% |
| All | +219.4% | +240.6% | -21.2% | +207.2% |
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