+124.6%
AFL vs GGLL
+195.8%
-71.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.9% |
| 7D | +0.5% | +6.3% | -5.8% | +0.4% |
| 30D | +9.3% | -35.1% | +44.4% | +10.1% |
| 3M | +1.0% | -37.7% | +38.7% | +1.8% |
| 6M | +11.8% | -54.1% | +65.9% | +13.5% |
| YTD | +15.3% | -29.4% | +44.8% | +14.8% |
| 1Y | +12.1% | -13.4% | +25.4% | +10.4% |
| 3Y | +65.0% | +158.3% | -93.3% | +48.6% |
| All | +124.6% | +195.8% | -71.2% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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