+221.8%
AFRM vs GTLB
+1.9%
+219.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.1% |
| 7D | -7.0% | +11.1% | -18.0% | -11.0% |
| 30D | -7.8% | +37.8% | -45.6% | -19.7% |
| 3M | +5.3% | +61.6% | -56.3% | -14.6% |
| 6M | +42.6% | +98.9% | -56.3% | +3.6% |
| YTD | -2.8% | +32.8% | -35.6% | -16.7% |
| 1Y | -19.3% | +14.7% | -34.0% | -27.8% |
| All | +221.8% | +1.9% | +219.9% | +186.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling