-16.4%
GFS vs AFRM
-56.2%
+39.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.7% |
| 7D | -7.8% | -7.3% | -0.5% | -6.5% |
| 30D | -19.7% | -9.6% | -10.1% | -18.3% |
| 3M | -23.1% | -11.1% | -12.1% | -22.0% |
| 6M | -46.4% | +3.9% | -50.2% | -47.6% |
| YTD | +11.0% | -8.5% | +19.5% | +9.9% |
| 1Y | +12.6% | +3.3% | +9.4% | +8.2% |
| 3Y | -24.9% | +213.7% | -238.7% | -49.2% |
| 5Y | -39.1% | -58.5% | +19.5% | -53.0% |
| All | -16.4% | -56.2% | +39.7% | -35.6% |
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 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