+129.7%
GLDM vs AFRM
+232.3%
-102.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.8% |
| 7D | -0.5% | -7.0% | +6.4% | -0.4% |
| 30D | +4.4% | -7.8% | +12.2% | +4.6% |
| 3M | -1.1% | +5.3% | -6.4% | -1.2% |
| 6M | -13.7% | +42.6% | -56.3% | -14.1% |
| YTD | +2.8% | -2.8% | +5.6% | +2.6% |
| 1Y | +24.8% | -19.3% | +44.2% | +24.7% |
| All | +129.7% | +232.3% | -102.7% | +119.8% |
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 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