+133.0%
AFL vs GTLB
-50.0%
+182.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.6% | -1.6% |
| 7D | -0.7% | +4.6% | -5.3% | -0.9% |
| 30D | -7.1% | +21.0% | -28.1% | -7.7% |
| 3M | +0.4% | +51.7% | -51.3% | -0.9% |
| 6M | +4.5% | +89.3% | -84.7% | +2.3% |
| YTD | +6.1% | +25.6% | -19.6% | +5.0% |
| 1Y | +10.6% | -1.5% | +12.1% | +10.1% |
| 3Y | +64.0% | -9.9% | +74.0% | +61.8% |
| All | +133.0% | -50.0% | +182.9% | +123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling