-29.3%
AFRM vs GSK
+71.1%
-100.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -7.3% | +1.7% | -9.0% | -7.5% |
| 30D | -9.6% | +7.0% | -16.6% | -10.7% |
| 3M | -11.1% | -2.7% | -8.4% | -10.7% |
| 6M | +3.9% | +1.4% | +2.4% | +3.2% |
| YTD | -8.5% | +5.3% | -13.8% | -10.4% |
| 1Y | +3.3% | +10.6% | -7.4% | -0.2% |
| 3Y | +213.7% | +62.6% | +151.1% | +158.2% |
| 5Y | -58.5% | +41.7% | -100.2% | -65.0% |
| All | -29.3% | +71.1% | -100.4% | -44.1% |
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