+229.9%
AFRM vs GGLL
+245.5%
-15.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.7% |
| 7D | -7.0% | -4.8% | -2.2% | -5.1% |
| 30D | -7.8% | -13.7% | +5.9% | -2.6% |
| 3M | +5.3% | -21.9% | +27.2% | +13.7% |
| 6M | +42.6% | +11.7% | +31.0% | +29.6% |
| YTD | -2.8% | +2.3% | -5.1% | -9.2% |
| 1Y | -19.3% | +76.2% | -95.5% | -42.4% |
| All | +229.9% | +245.5% | -15.6% | +58.7% |
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