-14.5%
GIS vs AFRM
-20.4%
+5.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.6% |
| YTD | -13.6% | -2.8% | -10.8% | -13.5% |
| 1Y | -18.0% | -19.3% | +1.3% | -18.0% |
| 3Y | -33.7% | +231.0% | -264.6% | -32.4% |
| 5Y | -19.4% | -22.2% | +2.8% | -19.0% |
| All | -14.5% | -20.4% | +5.9% | -13.7% |
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