-45.0%
AFRM vs GDDY
+27.3%
-72.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -3.1% |
| 7D | -8.5% | -7.0% | -1.5% | -2.6% |
| 30D | -11.4% | +6.2% | -17.6% | -18.2% |
| 3M | +8.2% | +20.0% | -11.8% | -18.5% |
| 6M | +36.6% | +6.8% | +29.8% | +13.0% |
| YTD | -8.7% | -22.3% | +13.7% | +8.1% |
| 1Y | -19.9% | -33.5% | +13.6% | +15.6% |
| 3Y | +202.6% | +29.2% | +173.4% | +36.7% |
| 5Y | -45.0% | +28.1% | -73.1% | -65.9% |
| All | -45.0% | +27.3% | -72.3% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling