-51.5%
AFRM vs GTLB
-50.0%
-1.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +2.8% |
| 7D | +3.1% | +4.6% | -1.5% | +0.1% |
| 30D | -4.2% | +21.0% | -25.2% | -15.0% |
| 3M | +10.1% | +51.7% | -41.6% | -15.9% |
| 6M | +39.4% | +89.3% | -49.9% | -10.2% |
| YTD | -3.2% | +25.6% | -28.8% | -21.4% |
| 1Y | -16.1% | -1.5% | -14.5% | -23.1% |
| 3Y | +220.8% | -9.9% | +230.7% | +167.1% |
| All | -51.5% | -50.0% | -1.5% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling