-54.3%
AFRM vs GTLB
-49.8%
-4.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.0% |
| 7D | -10.3% | -9.6% | -0.6% | -4.6% |
| 30D | -13.7% | -15.5% | +1.8% | -5.2% |
| 3M | -11.6% | +12.4% | -23.9% | -18.6% |
| 6M | +2.1% | +84.6% | -82.5% | -32.7% |
| YTD | -8.9% | +26.1% | -34.9% | -26.8% |
| 1Y | -9.7% | +1.7% | -11.4% | -18.4% |
| 3Y | +202.5% | +6.1% | +196.4% | +123.6% |
| 5Y | -55.3% | -61.1% | +5.8% | -60.4% |
| All | -54.3% | -49.8% | -4.5% | -59.2% |
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