+1,704.0%
GS vs AFL
+1,476.6%
+227.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | +0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -2.4% | +10.0% | -12.5% | -7.3% |
| 3M | -15.7% | -1.6% | -14.2% | -15.3% |
| 6M | -6.8% | +10.5% | -17.3% | -12.3% |
| YTD | -0.1% | +14.3% | -14.3% | -7.9% |
| 1Y | +12.1% | +11.4% | +0.7% | +4.6% |
| 3Y | +185.8% | +62.4% | +123.3% | +116.2% |
| 5Y | +140.1% | +144.8% | -4.7% | +46.3% |
| 10Y | +505.2% | +356.2% | +149.1% | +164.8% |
| All | +1,704.0% | +1,476.6% | +227.4% | +339.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling