-32.4%
GIS vs AFRM
+235.6%
-268.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.2% | -2.5% |
| 7D | -7.8% | -7.0% | -0.9% | -7.9% |
| 30D | +6.6% | -7.8% | +14.4% | +6.5% |
| 3M | +21.0% | +5.3% | +15.7% | +21.1% |
| 6M | -9.1% | +42.6% | -51.7% | -8.5% |
| YTD | -13.6% | -2.8% | -10.8% | -13.5% |
| 1Y | -18.0% | -19.3% | +1.3% | -18.0% |
| All | -32.4% | +235.6% | -268.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling