-11.0%
AFRM vs GFI
-13.2%
+2.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -4.4% | -8.7% | +4.3% | -2.6% |
| 30D | -7.7% | +0.6% | -8.2% | -8.0% |
| 3M | -16.9% | -7.5% | -9.4% | -15.8% |
| 6M | +2.5% | -18.3% | +20.8% | +4.0% |
| YTD | -12.5% | -13.8% | +1.3% | -12.8% |
| 1Y | -11.0% | -8.8% | -2.2% | -13.0% |
| All | -11.0% | -13.2% | +2.2% | -13.0% |
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