-0.4%
GH vs AFRM
-25.2%
+24.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | -7.0% | -7.5% | +0.5% | -4.9% |
| 30D | -5.2% | -15.7% | +10.5% | -0.8% |
| 3M | -5.8% | -9.6% | +3.8% | -4.2% |
| 6M | +65.9% | +6.3% | +59.6% | +60.1% |
| YTD | +55.5% | -8.6% | +64.1% | +54.5% |
| 1Y | +64.2% | -7.6% | +71.8% | +61.6% |
| 3Y | +606.0% | +173.7% | +432.4% | +327.9% |
| 5Y | +47.3% | -56.9% | +104.2% | +0.4% |
| All | -0.4% | -25.2% | +24.8% | -41.1% |
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