+196.5%
AFRM vs GFI
+230.7%
-34.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.1% |
| 7D | -10.3% | +2.2% | -12.5% | -10.6% |
| 30D | -13.7% | +2.2% | -15.9% | -14.1% |
| 3M | -11.6% | -4.6% | -6.9% | -11.2% |
| 6M | +2.1% | -16.7% | +18.8% | +3.5% |
| YTD | -8.9% | -9.5% | +0.6% | -9.3% |
| 1Y | -9.7% | -6.8% | -2.9% | -10.6% |
| All | +196.5% | +230.7% | -34.2% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling