+12.0%
GEHC vs AFRM
+562.5%
-550.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -3.0% |
| 7D | -5.2% | +3.1% | -8.2% | -5.5% |
| 30D | -7.0% | -4.2% | -2.7% | -6.6% |
| 3M | +3.3% | +10.1% | -6.8% | +1.8% |
| 6M | -10.0% | +39.4% | -49.4% | -14.1% |
| YTD | -18.5% | -3.2% | -15.3% | -19.2% |
| 1Y | -14.4% | -16.1% | +1.7% | -14.3% |
| 3Y | +3.4% | +220.8% | -217.4% | -12.9% |
| All | +12.0% | +562.5% | -550.5% | -25.9% |
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