-21.3%
GFS vs AFRM
-55.2%
+33.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.8% | -2.0% | -8.3% |
| 7D | -20.7% | -6.9% | -13.8% | -19.5% |
| 30D | -25.2% | -7.0% | -18.3% | -24.4% |
| 3M | -26.3% | -11.2% | -15.1% | -25.2% |
| 6M | -50.7% | +4.3% | -55.0% | -51.8% |
| YTD | +4.5% | -6.4% | +10.9% | +3.1% |
| 1Y | +2.5% | -2.6% | +5.1% | -0.4% |
| 3Y | -30.9% | +210.6% | -241.5% | -53.1% |
| 5Y | -42.6% | -57.6% | +15.0% | -55.9% |
| All | -21.3% | -55.2% | +33.9% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling