+113.0%
GLD vs AFRM
-27.4%
+140.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.6% |
| 7D | +2.8% | -8.4% | +11.2% | +2.9% |
| 30D | -4.0% | -18.3% | +14.3% | -3.7% |
| 3M | -8.2% | -12.7% | +4.5% | -8.1% |
| 6M | -14.8% | +3.0% | -17.9% | -14.9% |
| YTD | -6.8% | -11.4% | +4.6% | -6.8% |
| 1Y | -2.4% | -13.3% | +10.9% | -2.4% |
| 3Y | +105.8% | +194.0% | -88.3% | +102.6% |
| 5Y | +113.3% | -50.6% | +163.9% | +111.2% |
| All | +113.0% | -27.4% | +140.5% | +111.8% |
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