+106.7%
GLDM vs AFRM
+210.7%
-104.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.8% | +8.7% | +1.1% |
| 7D | +1.9% | -6.9% | +8.8% | +2.1% |
| 30D | -1.7% | -7.0% | +5.3% | -1.5% |
| 3M | -3.5% | -11.2% | +7.7% | -3.3% |
| 6M | -10.1% | +4.3% | -14.3% | -10.2% |
| YTD | -5.0% | -6.4% | +1.4% | -5.2% |
| 1Y | +2.8% | -2.6% | +5.4% | +2.5% |
| All | +106.7% | +210.7% | -104.0% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling