+134.6%
GLD vs AFRM
-20.4%
+155.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | -0.5% | -7.0% | +6.4% | -0.4% |
| 30D | +4.4% | -7.8% | +12.2% | +4.5% |
| 3M | -1.1% | +5.3% | -6.4% | -1.2% |
| 6M | -13.8% | +42.6% | -56.4% | -14.1% |
| YTD | +2.6% | -2.8% | +5.4% | +2.5% |
| 1Y | +24.5% | -19.3% | +43.8% | +24.5% |
| 3Y | +125.8% | +231.0% | -105.1% | +122.1% |
| 5Y | +137.8% | -22.2% | +160.0% | +134.5% |
| All | +134.6% | -20.4% | +155.0% | +133.0% |
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