+12.6%
GFS vs AFRM
-4.3%
+16.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.5% |
| 7D | -7.8% | -7.3% | -0.5% | -6.9% |
| 30D | -19.7% | -9.6% | -10.1% | -18.8% |
| 3M | -23.1% | -11.1% | -12.1% | -22.3% |
| 6M | -46.4% | +3.9% | -50.2% | -47.2% |
| YTD | +11.0% | -8.5% | +19.5% | +8.9% |
| 1Y | +12.6% | +3.3% | +9.4% | +8.9% |
| All | +12.6% | -4.3% | +16.9% | +8.9% |
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 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