-29.3%
AFRM vs GDDY
+14.3%
-43.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.2% | -6.2% |
| 7D | -8.0% | -8.1% | +0.1% | -1.0% |
| 30D | -9.8% | +2.3% | -12.1% | -13.5% |
| 3M | +4.7% | +14.7% | -10.1% | -16.8% |
| 6M | +34.1% | +2.1% | +32.0% | +17.1% |
| YTD | -8.4% | -24.6% | +16.1% | +10.3% |
| 1Y | -22.9% | -37.1% | +14.2% | +15.9% |
| 3Y | +203.3% | +25.5% | +177.8% | +59.2% |
| 5Y | -26.0% | +24.2% | -50.2% | -53.2% |
| All | -29.3% | +14.3% | -43.5% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling