+5.8%
GLXY vs AFL
+11.8%
-5.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.3% |
| 7D | -8.9% | -3.3% | -5.7% | -12.0% |
| 30D | +19.9% | -5.0% | +24.8% | +14.3% |
| 3M | -20.0% | -1.8% | -18.2% | -21.1% |
| 6M | +10.5% | +4.8% | +5.7% | +12.9% |
| YTD | +7.9% | +5.4% | +2.5% | +10.1% |
| 1Y | -7.5% | +9.0% | -16.5% | -5.3% |
| All | +5.8% | +11.8% | -5.9% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling