+166.8%
GD vs AFRM
-20.4%
+187.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.7% |
| 7D | -5.3% | -7.0% | +1.7% | -5.0% |
| 30D | -6.4% | -7.8% | +1.4% | -6.2% |
| 3M | +5.7% | +5.3% | +0.4% | +5.4% |
| 6M | -0.9% | +42.6% | -43.6% | -2.4% |
| YTD | +8.2% | -2.8% | +11.0% | +7.8% |
| 1Y | +13.4% | -19.3% | +32.7% | +13.5% |
| 3Y | +68.5% | +231.0% | -162.5% | +58.7% |
| 5Y | +97.2% | -22.2% | +119.4% | +83.2% |
| All | +166.8% | -20.4% | +187.2% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling