-2.5%
GH vs AFRM
-27.4%
+24.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.3% |
| 7D | -11.2% | -8.4% | -2.9% | -9.0% |
| 30D | -7.2% | -18.3% | +11.0% | -2.1% |
| 3M | -7.1% | -12.7% | +5.6% | -4.7% |
| 6M | +62.3% | +3.0% | +59.3% | +58.0% |
| YTD | +52.1% | -11.4% | +63.5% | +52.5% |
| 1Y | +58.6% | -13.3% | +72.0% | +59.0% |
| 3Y | +619.9% | +194.0% | +425.9% | +326.6% |
| 5Y | +49.7% | -50.6% | +100.3% | +0.9% |
| All | -2.5% | -27.4% | +24.9% | -41.8% |
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