+260.9%
GDX vs AFRM
+232.3%
+28.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.9% |
| 7D | -0.4% | -7.0% | +6.6% | +0.3% |
| 30D | +18.6% | -7.8% | +26.4% | +19.4% |
| 3M | +14.9% | +5.3% | +9.6% | +14.3% |
| 6M | -6.3% | +42.6% | -48.9% | -9.1% |
| YTD | +15.7% | -2.8% | +18.5% | +15.0% |
| 1Y | +54.8% | -19.3% | +74.1% | +55.2% |
| All | +260.9% | +232.3% | +28.5% | +198.2% |
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 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