-22.9%
AFRM vs GFI
+34.7%
-57.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.4% |
| 7D | -8.0% | +4.7% | -12.7% | -8.7% |
| 30D | -9.8% | +14.4% | -24.2% | -11.7% |
| 3M | +4.7% | +32.5% | -27.8% | -0.3% |
| 6M | +34.1% | -7.2% | +41.3% | +31.0% |
| YTD | -8.4% | +10.9% | -19.3% | -11.9% |
| 1Y | -22.9% | +35.5% | -58.4% | -31.0% |
| All | -22.9% | +34.7% | -57.6% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling