-24.9%
AFRM vs GSK
+69.6%
-94.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.3% |
| 7D | -7.0% | -1.8% | -5.1% | -6.6% |
| 30D | -7.8% | -2.2% | -5.6% | -7.4% |
| 3M | +5.3% | -1.8% | +7.1% | +5.4% |
| 6M | +42.6% | -10.6% | +53.3% | +45.4% |
| YTD | -2.8% | +4.4% | -7.2% | -4.6% |
| 1Y | -19.3% | +30.4% | -49.7% | -25.6% |
| 3Y | +231.0% | +60.1% | +170.9% | +174.2% |
| 5Y | -22.2% | +46.8% | -69.0% | -35.7% |
| All | -24.9% | +69.6% | -94.6% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling