-19.4%
GFS vs AFRM
+232.3%
-251.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +2.0% |
| 7D | +1.0% | -7.0% | +8.0% | +2.2% |
| 30D | -8.6% | -7.8% | -0.8% | -7.5% |
| 3M | -46.5% | +5.3% | -51.9% | -47.3% |
| 6M | -4.8% | +42.6% | -47.5% | -11.3% |
| YTD | +29.7% | -2.8% | +32.4% | +28.0% |
| 1Y | +35.8% | -19.3% | +55.1% | +37.4% |
| All | -19.4% | +232.3% | -251.7% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling