-16.1%
AFRM vs GTLB
+2.8%
-18.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +1.1% |
| 7D | +3.1% | +4.6% | -1.5% | +1.7% |
| 30D | -4.2% | +21.0% | -25.2% | -9.2% |
| 3M | +10.1% | +51.7% | -41.6% | -2.5% |
| 6M | +39.4% | +89.3% | -49.9% | +14.3% |
| YTD | -3.2% | +25.6% | -28.8% | -15.0% |
| 1Y | -16.1% | -1.5% | -14.5% | -19.9% |
| All | -16.1% | +2.8% | -18.9% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling