-32.4%
AFRM vs GME
+406.4%
-438.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -4.4% | +2.9% | -7.3% | -4.7% |
| 30D | -7.7% | -4.8% | -2.9% | -7.1% |
| 3M | -16.9% | +39.2% | -56.1% | -20.2% |
| 6M | +2.5% | +17.1% | -14.6% | +0.2% |
| YTD | -12.5% | +28.7% | -41.3% | -15.6% |
| 1Y | -11.0% | +23.3% | -34.4% | -13.7% |
| 3Y | +184.6% | +112.9% | +71.6% | +132.5% |
| 5Y | -56.3% | -48.8% | -7.5% | -61.0% |
| All | -32.4% | +406.4% | -438.8% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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