-8.1%
GLD vs AFRM
-13.2%
+5.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.5% |
| 7D | -5.5% | -5.5% | 0.0% | -4.9% |
| 30D | -7.0% | -15.5% | +8.5% | -5.6% |
| 3M | -12.4% | -10.3% | -2.1% | -11.6% |
| 6M | -18.0% | +0.6% | -18.7% | -18.1% |
| YTD | -10.5% | -11.5% | +1.1% | -10.6% |
| 1Y | -8.1% | -16.6% | +8.5% | -7.1% |
| All | -8.1% | -13.2% | +5.2% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling