+17.5%
GEHC vs AFRM
+195.9%
-178.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.5% |
| 7D | -2.3% | -5.5% | +3.2% | -1.6% |
| 30D | +19.0% | -15.5% | +34.5% | +21.5% |
| 3M | +13.3% | -10.3% | +23.6% | +14.5% |
| 6M | +31.5% | +0.6% | +30.9% | +30.2% |
| YTD | 0.0% | -11.5% | +11.5% | -0.3% |
| 1Y | +9.4% | -16.6% | +26.0% | +9.7% |
| All | +17.5% | +195.9% | -178.4% | +13.0% |
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 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