+3.3%
AFRM vs GSK
+11.3%
-8.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -7.3% | +1.7% | -9.0% | -7.3% |
| 30D | -9.6% | +7.0% | -16.6% | -8.9% |
| 3M | -11.1% | -2.7% | -8.4% | -10.9% |
| 6M | +3.9% | +1.4% | +2.4% | +4.4% |
| YTD | -8.5% | +5.3% | -13.8% | -6.3% |
| 1Y | +3.3% | +10.6% | -7.4% | +4.8% |
| All | +3.3% | +11.3% | -8.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling