+46.4%
GH vs AFRM
-56.8%
+103.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | +0.6% | -4.4% | +5.0% | +1.9% |
| 30D | -6.9% | -7.7% | +0.7% | -4.7% |
| 3M | -4.9% | -16.9% | +12.0% | -0.5% |
| 6M | +54.1% | +2.5% | +51.6% | +49.6% |
| YTD | +48.5% | -12.5% | +61.0% | +49.3% |
| 1Y | +61.2% | -11.0% | +72.2% | +60.0% |
| 3Y | +570.3% | +184.6% | +385.8% | +262.2% |
| All | +46.4% | -56.8% | +103.1% | +28.8% |
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 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