+17.7%
GFS vs AFRM
+8.5%
+9.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.0% | -11.0% | -6.5% |
| 7D | -12.5% | +3.1% | -15.6% | -12.8% |
| 30D | -16.9% | +1.1% | -18.1% | -17.2% |
| 3M | -22.3% | -3.2% | -19.0% | -22.3% |
| 6M | -40.2% | +12.7% | -52.9% | -41.9% |
| YTD | +16.0% | +1.6% | +14.4% | +12.7% |
| 1Y | +17.7% | +5.9% | +11.8% | +13.6% |
| All | +17.7% | +8.5% | +9.1% | +13.6% |
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