-30.4%
GIS vs AFRM
-58.9%
+28.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.6% |
| 7D | +3.6% | -7.3% | +10.9% | +3.5% |
| 30D | +13.9% | -9.6% | +23.5% | +13.8% |
| 3M | +0.3% | -11.1% | +11.4% | +0.2% |
| 6M | +5.0% | +3.9% | +1.1% | +5.1% |
| YTD | -18.4% | -8.5% | -9.9% | -18.3% |
| 1Y | -17.4% | +3.3% | -20.7% | -17.3% |
| 3Y | -36.9% | +213.7% | -250.7% | -35.9% |
| All | -30.4% | -58.9% | +28.5% | -33.9% |
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