+10.2%
AFL vs GTLB
+14.4%
-4.2%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -0.9% |
| 7D | +0.6% | +11.1% | -10.5% | +0.9% |
| 30D | -6.2% | +37.8% | -44.0% | -5.3% |
| 3M | +2.2% | +61.6% | -59.4% | +3.4% |
| 6M | +5.3% | +98.9% | -93.6% | +6.6% |
| YTD | +8.0% | +32.8% | -24.8% | +6.7% |
| 1Y | +10.2% | +14.7% | -4.4% | +8.2% |
| All | +10.2% | +14.4% | -4.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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