+457.2%
GS vs AFL
+342.1%
+115.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | +1.6% | +2.1% | -0.5% | +0.2% |
| 30D | +1.7% | +10.6% | -8.9% | -4.7% |
| 3M | -11.6% | +4.4% | -16.0% | -14.2% |
| 6M | -1.9% | +13.1% | -15.0% | -10.4% |
| YTD | +5.1% | +16.6% | -11.6% | -6.4% |
| 1Y | +16.4% | +13.8% | +2.6% | +5.3% |
| 3Y | +199.0% | +65.7% | +133.3% | +106.4% |
| 5Y | +157.4% | +153.1% | +4.3% | +31.4% |
| 10Y | +457.2% | +335.9% | +121.4% | +104.7% |
| All | +457.2% | +342.1% | +115.2% | +104.7% |
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