+174.1%
GD vs AFRM
-27.4%
+201.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.6% |
| 7D | -1.9% | -8.4% | +6.5% | -1.6% |
| 30D | +10.9% | -18.3% | +29.2% | +11.6% |
| 3M | -6.8% | -12.7% | +5.9% | -6.5% |
| 6M | +7.0% | +3.0% | +4.0% | +6.6% |
| YTD | +11.1% | -11.4% | +22.5% | +11.0% |
| 1Y | +7.0% | -13.3% | +20.4% | +7.0% |
| 3Y | +59.9% | +194.0% | -134.1% | +51.4% |
| 5Y | +102.5% | -50.6% | +153.1% | +88.0% |
| All | +174.1% | -27.4% | +201.6% | +156.2% |
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