-58.3%
AFRM vs GTLB
-61.8%
+3.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.1% |
| 7D | -7.3% | -11.1% | +3.8% | -0.4% |
| 30D | -9.6% | -7.5% | -2.1% | -5.8% |
| 3M | -11.1% | +34.8% | -45.8% | -27.3% |
| 6M | +3.9% | +98.0% | -94.1% | -35.2% |
| YTD | -8.5% | +28.1% | -36.6% | -27.6% |
| 1Y | +3.3% | +5.6% | -2.3% | -9.1% |
| 3Y | +213.7% | +15.9% | +197.8% | +113.2% |
| All | -58.3% | -61.8% | +3.5% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling