+203.1%
AFRM vs GDDY
+30.8%
+172.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.0% |
| 7D | -1.3% | -3.2% | +1.9% | +0.3% |
| 30D | -2.7% | +6.8% | -9.5% | -7.3% |
| 3M | +7.4% | +30.5% | -23.0% | -13.8% |
| 6M | +40.7% | +13.3% | +27.3% | +22.0% |
| YTD | -4.0% | -21.0% | +16.9% | +11.1% |
| 1Y | -12.2% | -34.0% | +21.8% | +19.8% |
| 3Y | +203.1% | +33.1% | +170.0% | +79.7% |
| All | +203.1% | +30.8% | +172.3% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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