+14.7%
GDX vs AFRM
-13.0%
+27.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.4% | -4.6% |
| 7D | +11.5% | -8.4% | +19.8% | +14.1% |
| 30D | -3.1% | -18.3% | +15.2% | +2.1% |
| 3M | -4.4% | -12.7% | +8.3% | -1.4% |
| 6M | -8.6% | +3.0% | -11.6% | -9.2% |
| YTD | +0.8% | -11.4% | +12.2% | +1.6% |
| 1Y | +14.7% | -13.3% | +28.0% | +19.0% |
| All | +14.7% | -13.0% | +27.6% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling