+138.3%
GLDM vs AFRM
-20.4%
+158.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.9% |
| 7D | -0.5% | -7.0% | +6.4% | -0.5% |
| 30D | +4.4% | -7.8% | +12.2% | +4.5% |
| 3M | -1.1% | +5.3% | -6.4% | -1.1% |
| 6M | -13.7% | +42.6% | -56.3% | -13.9% |
| YTD | +2.8% | -2.8% | +5.6% | +2.7% |
| 1Y | +24.8% | -19.3% | +44.2% | +24.8% |
| 3Y | +127.8% | +231.0% | -103.2% | +124.2% |
| 5Y | +141.1% | -22.2% | +163.4% | +138.0% |
| All | +138.3% | -20.4% | +158.7% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling