+23.6%
GFS vs AFRM
-11.9%
+35.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +5.1% |
| 7D | +6.2% | -10.3% | +16.5% | +7.8% |
| 30D | -11.4% | -13.7% | +2.4% | -9.7% |
| 3M | -15.5% | -11.6% | -3.9% | -14.4% |
| 6M | -42.6% | +2.1% | -44.7% | -43.5% |
| YTD | +23.2% | -8.9% | +32.0% | +21.4% |
| 1Y | +23.6% | -9.7% | +33.3% | +23.5% |
| All | +23.6% | -11.9% | +35.5% | +23.5% |
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