+116.6%
GLDM vs AFRM
-27.4%
+144.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -2.6% |
| 7D | +2.9% | -8.4% | +11.2% | +3.0% |
| 30D | -3.9% | -18.3% | +14.4% | -3.7% |
| 3M | -8.1% | -12.7% | +4.6% | -8.0% |
| 6M | -14.7% | +3.0% | -17.7% | -14.7% |
| YTD | -6.6% | -11.4% | +4.8% | -6.6% |
| 1Y | -2.1% | -13.3% | +11.3% | -2.0% |
| 3Y | +107.7% | +194.0% | -86.3% | +104.7% |
| 5Y | +116.5% | -50.6% | +167.1% | +114.7% |
| All | +116.6% | -27.4% | +144.0% | +115.3% |
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