+185.7%
GS vs AFRM
-23.1%
+208.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | +0.9% | -7.0% | +7.9% | +1.9% |
| 30D | -1.6% | -7.8% | +6.2% | -0.7% |
| 3M | -4.5% | +5.3% | -9.8% | -5.4% |
| 6M | +20.9% | +42.6% | -21.8% | +14.6% |
| YTD | +19.9% | -2.8% | +22.7% | +19.0% |
| 1Y | +41.4% | -19.3% | +60.7% | +42.8% |
| 3Y | +239.2% | +231.0% | +8.2% | +178.2% |
| All | +185.7% | -23.1% | +208.8% | +133.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling