-41.7%
GLW vs AFL
+12.9%
-54.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +8.1% |
| 7D | +1.4% | +1.4% | 0.0% | +4.1% |
| 30D | -18.2% | +9.7% | -27.9% | -2.8% |
| 3M | -24.2% | +5.5% | -29.7% | -15.2% |
| 6M | -41.7% | +11.2% | -52.9% | -28.5% |
| All | -41.7% | +12.9% | -54.6% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling