-15.9%
GIS vs AFRM
-20.7%
+4.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -8.3% | +3.1% | -11.3% | -8.2% |
| 30D | +2.2% | -4.2% | +6.4% | +2.1% |
| 3M | +15.7% | +10.1% | +5.6% | +15.9% |
| 6M | -12.0% | +39.4% | -51.4% | -11.6% |
| YTD | -15.0% | -3.2% | -11.8% | -14.9% |
| 1Y | -20.1% | -16.1% | -4.1% | -20.1% |
| 3Y | -34.6% | +220.8% | -255.4% | -33.4% |
| 5Y | -22.8% | -17.7% | -5.2% | -22.4% |
| All | -15.9% | -20.7% | +4.8% | -15.0% |
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