+185.8%
GS vs AFL
+60.8%
+125.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -2.4% | +10.0% | -12.5% | -5.6% |
| 3M | -15.7% | -1.6% | -14.2% | -15.3% |
| 6M | -6.8% | +10.5% | -17.3% | -11.0% |
| YTD | -0.1% | +14.3% | -14.3% | -6.4% |
| 1Y | +12.1% | +11.4% | +0.7% | +6.2% |
| 3Y | +185.8% | +62.4% | +123.3% | +146.1% |
| All | +185.8% | +60.8% | +125.0% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling