+29.4%
AFRM vs GLXY
-38.3%
+67.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -1.3% |
| 7D | -7.5% | -0.5% | -7.0% | -8.4% |
| 30D | -15.7% | -28.6% | +12.9% | -11.0% |
| 3M | -9.6% | -28.1% | +18.5% | -5.6% |
| 6M | +6.3% | -52.0% | +58.3% | +18.9% |
| YTD | -8.6% | -35.1% | +26.5% | -6.8% |
| 1Y | -7.6% | -54.0% | +46.4% | +1.6% |
| All | +29.4% | -38.3% | +67.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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