-14.1%
AFRM vs GSK
+9.7%
-23.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.8% |
| 7D | -10.3% | -1.1% | -9.2% | -10.3% |
| 30D | -13.7% | +7.8% | -21.6% | -13.2% |
| 3M | -11.6% | +0.3% | -11.9% | -11.1% |
| 6M | +2.1% | +3.4% | -1.3% | +2.5% |
| YTD | -8.9% | +5.9% | -14.8% | -8.9% |
| All | -14.1% | +9.7% | -23.8% | -15.7% |
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