+3,524.4%
GLW vs AFL
+20,477.3%
-16,952.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.4% | +7.1% | +7.3% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | -18.2% | +9.7% | -27.9% | -21.0% |
| 3M | -24.2% | +5.5% | -29.7% | -26.0% |
| 6M | -41.7% | +11.2% | -52.9% | -44.6% |
| YTD | +38.3% | +17.1% | +21.2% | +28.7% |
| 1Y | +38.2% | +14.0% | +24.1% | +29.6% |
| 3Y | +363.4% | +66.3% | +297.1% | +275.7% |
| 5Y | +254.6% | +152.7% | +101.9% | +147.7% |
| 10Y | +562.0% | +341.3% | +220.6% | +278.3% |
| All | +3,524.4% | +20,477.3% | -16,952.9% | +566.3% |
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