+165.8%
GD vs AFRM
-23.4%
+189.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -2.1% |
| 7D | -3.9% | -6.9% | +3.0% | -3.7% |
| 30D | +8.1% | -7.0% | +15.0% | +8.3% |
| 3M | -6.8% | -11.2% | +4.5% | -6.5% |
| 6M | +3.0% | +4.3% | -1.3% | +2.6% |
| YTD | +7.8% | -6.4% | +14.2% | +7.5% |
| 1Y | +5.8% | -2.6% | +8.4% | +5.3% |
| 3Y | +55.3% | +210.6% | -155.3% | +46.7% |
| 5Y | +96.7% | -57.6% | +154.3% | +82.2% |
| All | +165.8% | -23.4% | +189.2% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling