+155.6%
GS vs AFL
+149.6%
+5.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | +5.9% | +2.9% | +3.0% | +4.3% |
| 30D | +4.3% | +8.0% | -3.6% | +0.1% |
| 3M | -11.7% | +5.9% | -17.6% | -14.5% |
| 6M | -3.2% | +11.6% | -14.8% | -9.7% |
| YTD | +5.8% | +17.5% | -11.7% | -4.8% |
| 1Y | +16.0% | +13.3% | +2.8% | +6.7% |
| 3Y | +199.8% | +67.0% | +132.7% | +112.2% |
| All | +155.6% | +149.6% | +5.9% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling