-20.9%
AFRM vs GRMN
+75.1%
-96.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -7.0% | -2.9% | -4.1% | -3.8% |
| 30D | -7.8% | -8.4% | +0.6% | +1.4% |
| 3M | +5.3% | +15.0% | -9.7% | -14.1% |
| 6M | +42.6% | +11.2% | +31.4% | +19.8% |
| YTD | -2.8% | +37.7% | -40.5% | -38.3% |
| 1Y | -19.3% | +18.5% | -37.8% | -39.4% |
| 3Y | +231.0% | +175.8% | +55.2% | -51.4% |
| All | -20.9% | +75.1% | -96.1% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling