+1,657.0%
GSK vs AFL
+18,542.8%
-16,885.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.3% |
| 7D | -4.2% | -0.7% | -3.4% | -4.0% |
| 30D | -7.5% | -7.1% | -0.4% | -5.9% |
| 3M | -3.3% | +0.4% | -3.7% | -3.4% |
| 6M | -9.3% | +4.5% | -13.9% | -10.4% |
| YTD | +1.6% | +6.1% | -4.5% | +0.1% |
| 1Y | +25.5% | +10.6% | +14.9% | +22.3% |
| 3Y | +49.3% | +64.0% | -14.8% | +31.5% |
| 5Y | +46.7% | +133.7% | -87.1% | +17.8% |
| 10Y | +76.8% | +298.0% | -221.2% | +21.2% |
| All | +1,657.0% | +18,542.8% | -16,885.8% | +251.0% |
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