+133.2%
AFL vs GTLB
-50.1%
+183.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -1.6% | -5.7% | +4.1% | -1.5% |
| 30D | -4.0% | +15.1% | -19.2% | -4.4% |
| 3M | -0.5% | +65.5% | -66.0% | -2.1% |
| 6M | +6.5% | +102.9% | -96.4% | +4.0% |
| YTD | +6.2% | +25.2% | -19.0% | +5.1% |
| 1Y | +8.3% | -5.5% | +13.8% | +8.0% |
| 3Y | +62.5% | -10.9% | +73.4% | +60.4% |
| All | +133.2% | -50.1% | +183.4% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling