+2,064.0%
GS vs AFL
+1,389.5%
+674.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -1.6% | -6.2% | +4.6% | +1.6% |
| 3M | -4.5% | +2.2% | -6.7% | -6.2% |
| 6M | +20.9% | +5.3% | +15.6% | +16.7% |
| YTD | +19.9% | +8.0% | +11.9% | +14.0% |
| 1Y | +41.4% | +10.2% | +31.2% | +32.7% |
| 3Y | +239.2% | +67.1% | +172.1% | +153.3% |
| 5Y | +185.0% | +135.6% | +49.5% | +77.4% |
| 10Y | +655.0% | +299.4% | +355.6% | +253.9% |
| All | +2,064.0% | +1,389.5% | +674.5% | +444.2% |
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