+48.2%
GSK vs AFL
+131.0%
-82.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -5.4% | -3.3% | -2.1% | -4.6% |
| 30D | -4.6% | -5.0% | +0.4% | -3.4% |
| 3M | -5.1% | -1.8% | -3.3% | -4.7% |
| 6M | -11.4% | +4.8% | -16.3% | -12.6% |
| YTD | +0.7% | +5.4% | -4.7% | -0.7% |
| 1Y | +23.0% | +9.0% | +14.0% | +20.1% |
| 3Y | +48.0% | +63.0% | -15.1% | +30.1% |
| 5Y | +48.2% | +134.5% | -86.3% | +16.2% |
| All | +48.2% | +131.0% | -82.7% | +16.2% |
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 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