-31.7%
AFRM vs GRMN
+164.1%
-195.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -0.1% |
| 7D | -5.5% | -0.1% | -5.4% | -5.4% |
| 30D | -15.5% | +3.5% | -19.0% | -19.2% |
| 3M | -10.3% | -7.3% | -3.0% | -3.5% |
| 6M | +0.6% | +21.8% | -21.1% | -24.3% |
| YTD | -11.5% | +42.8% | -54.3% | -47.0% |
| 1Y | -16.6% | +46.5% | -63.1% | -51.5% |
| 3Y | +193.5% | +158.3% | +35.2% | -46.6% |
| 5Y | -55.8% | +122.6% | -178.4% | -89.7% |
| All | -31.7% | +164.1% | -195.8% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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