+36.6%
GH vs AFRM
-58.9%
+95.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.0% |
| 7D | -15.6% | -7.3% | -8.3% | -13.6% |
| 30D | -10.4% | -9.6% | -0.8% | -7.9% |
| 3M | -4.3% | -11.1% | +6.8% | -2.1% |
| 6M | +63.5% | +3.9% | +59.7% | +58.0% |
| YTD | +47.7% | -8.5% | +56.2% | +46.5% |
| 1Y | +56.7% | +3.3% | +53.5% | +48.0% |
| 3Y | +443.9% | +213.7% | +230.1% | +183.0% |
| All | +36.6% | -58.9% | +95.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling