+131.6%
AFL vs GTLB
-49.8%
+181.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -3.3% | -4.1% | +0.8% | -3.2% |
| 30D | -5.0% | +12.3% | -17.3% | -5.3% |
| 3M | -1.8% | +65.9% | -67.7% | -3.3% |
| 6M | +4.8% | +104.0% | -99.1% | +2.3% |
| YTD | +5.4% | +26.0% | -20.6% | +4.3% |
| 1Y | +9.0% | -3.5% | +12.5% | +8.6% |
| 3Y | +63.0% | -9.6% | +72.7% | +60.8% |
| All | +131.6% | -49.8% | +181.4% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling