-17.7%
AFRM vs GFI
+521.0%
-538.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +3.1% | +5.7% | -2.6% | +2.3% |
| 30D | -4.2% | +15.6% | -19.8% | -6.1% |
| 3M | +10.1% | +31.5% | -21.4% | +5.8% |
| 6M | +39.4% | -3.7% | +43.1% | +38.5% |
| YTD | -3.2% | +11.2% | -14.4% | -6.1% |
| 1Y | -16.1% | +36.4% | -52.4% | -21.1% |
| 3Y | +220.8% | +313.5% | -92.7% | +149.7% |
| 5Y | -17.7% | +528.0% | -545.7% | -21.9% |
| All | -17.7% | +521.0% | -538.6% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling