-16.6%
AFRM vs GGLL
-15.1%
-1.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.5% | -3.9% |
| 7D | -5.5% | +11.5% | -17.0% | -8.2% |
| 30D | -15.5% | -31.2% | +15.8% | -7.6% |
| 3M | -10.3% | -28.7% | +18.4% | -3.0% |
| 6M | +0.6% | -47.2% | +47.8% | +16.6% |
| YTD | -11.5% | -24.3% | +12.7% | -12.0% |
| 1Y | -16.6% | -12.0% | -4.6% | -22.6% |
| All | -16.6% | -15.1% | -1.6% | -22.6% |
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