-29.4%
AFRM vs GME
+401.3%
-430.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | -7.5% | +5.8% | -13.3% | -8.1% |
| 30D | -15.7% | -3.7% | -12.0% | -15.3% |
| 3M | -9.6% | +33.6% | -43.2% | -12.7% |
| 6M | +6.3% | +5.4% | +0.9% | +5.2% |
| YTD | -8.6% | +27.4% | -36.0% | -11.7% |
| 1Y | -7.6% | +19.0% | -26.6% | -10.0% |
| 3Y | +173.7% | +101.5% | +72.2% | +125.0% |
| 5Y | -56.9% | -50.5% | -6.4% | -61.5% |
| All | -29.4% | +401.3% | -430.7% | -32.4% |
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