+58.6%
GD vs AFRM
+237.2%
-178.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.0% | -7.6% | -2.8% |
| 7D | +3.0% | +3.1% | -0.1% | +2.8% |
| 30D | +10.5% | +1.1% | +9.4% | +10.4% |
| 3M | -5.0% | -3.2% | -1.7% | -5.0% |
| 6M | +5.5% | +12.7% | -7.2% | +4.6% |
| YTD | +10.3% | +1.6% | +8.8% | +9.5% |
| 1Y | +8.2% | +5.9% | +2.3% | +7.1% |
| All | +58.6% | +237.2% | -178.6% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling