+118.6%
GLD vs AFRM
-58.9%
+177.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | +4.7% | -7.3% | +12.0% | +4.8% |
| 30D | -0.9% | -9.6% | +8.7% | -0.8% |
| 3M | -4.4% | -11.1% | +6.7% | -4.3% |
| 6M | -13.6% | +3.9% | -17.4% | -13.6% |
| YTD | -6.0% | -8.5% | +2.5% | -6.0% |
| 1Y | +1.8% | +3.3% | -1.5% | +1.6% |
| 3Y | +103.2% | +213.7% | -110.6% | +99.5% |
| All | +118.6% | -58.9% | +177.4% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling