-20.7%
GIS vs AFRM
-25.2%
+4.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.4% | -7.5% | +7.9% | +0.3% |
| 30D | +10.1% | -15.7% | +25.8% | +9.9% |
| 3M | -3.7% | -9.6% | +5.9% | -3.7% |
| 6M | +4.3% | +6.3% | -2.0% | +4.4% |
| YTD | -19.8% | -8.6% | -11.2% | -19.8% |
| 1Y | -20.5% | -7.6% | -12.9% | -20.4% |
| 3Y | -38.3% | +173.7% | -212.0% | -37.3% |
| 5Y | -32.2% | -56.9% | +24.7% | -32.4% |
| All | -20.7% | -25.2% | +4.5% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling