+118.3%
GLDM vs AFRM
-16.8%
+135.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.4% | +3.6% |
| 7D | -0.3% | +3.1% | -3.4% | -0.3% |
| 30D | -1.9% | +1.1% | -3.0% | -1.9% |
| 3M | -0.4% | -3.2% | +2.8% | -0.4% |
| 6M | -10.1% | +12.7% | -22.8% | -10.2% |
| YTD | -5.8% | +1.6% | -7.4% | -6.0% |
| 1Y | +3.1% | +5.9% | -2.7% | +2.9% |
| 3Y | +103.4% | +237.0% | -133.6% | +100.1% |
| 5Y | +125.5% | -55.1% | +180.7% | +123.4% |
| All | +118.3% | -16.8% | +135.1% | +116.6% |
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