-7.3%
GFS vs AFRM
-56.4%
+49.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.9% |
| 7D | +6.2% | -10.3% | +16.5% | +8.6% |
| 30D | -11.4% | -13.7% | +2.4% | -8.9% |
| 3M | -15.5% | -11.6% | -3.9% | -14.1% |
| 6M | -42.6% | +2.1% | -44.7% | -43.7% |
| YTD | +23.2% | -8.9% | +32.0% | +22.1% |
| 1Y | +23.6% | -9.7% | +33.3% | +22.3% |
| 3Y | -17.2% | +202.5% | -219.7% | -43.2% |
| 5Y | -23.4% | -55.3% | +31.9% | -41.0% |
| All | -7.3% | -56.4% | +49.1% | -28.4% |
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