+4,542.6%
GLW vs AFL
+18,874.6%
-14,332.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | -1.3% | -6.2% | +4.8% | +0.8% |
| 3M | -21.8% | +2.2% | -24.0% | -23.1% |
| 6M | +6.9% | +5.3% | +1.6% | +3.9% |
| YTD | +77.2% | +8.0% | +69.2% | +70.3% |
| 1Y | +123.2% | +10.2% | +113.0% | +112.4% |
| 3Y | +400.0% | +67.1% | +332.9% | +306.2% |
| 5Y | +342.8% | +135.6% | +207.2% | +218.4% |
| 10Y | +771.4% | +299.4% | +472.0% | +417.3% |
| All | +4,542.6% | +18,874.6% | -14,332.1% | +781.8% |
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