+10.6%
AFL vs GGLL
+70.5%
-60.0%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.8% |
| 7D | -0.7% | +1.9% | -2.6% | -0.7% |
| 30D | -7.1% | -9.7% | +2.6% | -7.5% |
| 3M | +0.4% | -18.0% | +18.5% | -0.2% |
| 6M | +4.5% | +15.3% | -10.7% | +4.2% |
| YTD | +6.1% | +2.2% | +3.9% | +5.2% |
| 1Y | +10.6% | +73.1% | -62.5% | +13.6% |
| All | +10.6% | +70.5% | -60.0% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling