+76.7%
GSK vs AFL
+303.3%
-226.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.5% | -1.6% | -1.9% | -3.1% |
| 30D | -3.4% | -4.0% | +0.6% | -2.4% |
| 3M | -8.1% | -0.5% | -7.6% | -8.0% |
| 6M | -11.1% | +6.5% | -17.7% | -12.8% |
| YTD | +0.7% | +6.2% | -5.4% | -1.1% |
| 1Y | +20.1% | +8.3% | +11.9% | +17.2% |
| 3Y | +46.1% | +62.5% | -16.4% | +26.1% |
| 5Y | +48.2% | +136.2% | -87.9% | +13.4% |
| All | +76.7% | +303.3% | -226.5% | +17.8% |
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