+642.6%
GS vs AFL
+294.8%
+347.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.9% |
| 7D | +3.4% | -0.7% | +4.1% | +3.9% |
| 30D | +0.2% | -7.1% | +7.3% | +4.9% |
| 3M | -0.3% | +0.4% | -0.8% | -1.4% |
| 6M | +27.4% | +4.5% | +22.8% | +22.2% |
| YTD | +19.6% | +6.1% | +13.6% | +13.4% |
| 1Y | +42.5% | +10.6% | +31.9% | +30.9% |
| 3Y | +240.4% | +64.0% | +176.4% | +135.3% |
| 5Y | +188.9% | +133.7% | +55.2% | +54.5% |
| 10Y | +642.6% | +298.0% | +344.5% | +173.4% |
| All | +642.6% | +294.8% | +347.8% | +173.4% |
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