-29.3%
AFRM vs GFI
+500.6%
-529.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.4% |
| 7D | -8.0% | +4.7% | -12.7% | -8.5% |
| 30D | -9.8% | +14.4% | -24.2% | -11.3% |
| 3M | +4.7% | +32.5% | -27.8% | +0.9% |
| 6M | +34.1% | -7.2% | +41.3% | +33.8% |
| YTD | -8.4% | +10.9% | -19.3% | -10.8% |
| 1Y | -22.9% | +35.5% | -58.4% | -26.9% |
| 3Y | +203.3% | +312.1% | -108.8% | +145.3% |
| 5Y | -26.0% | +524.6% | -550.6% | -40.1% |
| All | -29.3% | +500.6% | -529.9% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling