+213.7%
AFRM vs GGLL
+154.9%
+58.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.7% |
| 7D | -7.3% | +3.1% | -10.4% | -8.2% |
| 30D | -9.6% | -36.3% | +26.8% | +4.2% |
| 3M | -11.1% | -40.4% | +29.3% | +4.7% |
| 6M | +3.9% | -54.6% | +58.5% | +32.3% |
| YTD | -8.5% | -31.1% | +22.6% | -3.1% |
| 1Y | +3.3% | -19.2% | +22.4% | +1.4% |
| 3Y | +213.7% | +151.5% | +62.2% | +109.7% |
| All | +213.7% | +154.9% | +58.8% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling