-2.9%
GH vs AFRM
-25.4%
+22.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.2% |
| 7D | -8.2% | -10.3% | +2.1% | -5.3% |
| 30D | -4.9% | -13.7% | +8.8% | -1.2% |
| 3M | -6.2% | -11.6% | +5.3% | -4.1% |
| 6M | +60.0% | +2.1% | +58.0% | +56.2% |
| YTD | +51.5% | -8.9% | +60.4% | +50.7% |
| 1Y | +58.4% | -9.7% | +68.1% | +56.9% |
| 3Y | +617.2% | +202.5% | +414.8% | +321.6% |
| 5Y | +47.0% | -55.3% | +102.3% | 0.0% |
| All | -2.9% | -25.4% | +22.5% | -42.5% |
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 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