+250.0%
GS vs AFRM
-16.8%
+266.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.5% | +3.0% |
| 7D | +0.3% | +3.1% | -2.8% | -0.1% |
| 30D | +3.9% | +1.1% | +2.7% | +3.6% |
| 3M | -11.4% | -3.2% | -8.2% | -11.4% |
| 6M | +3.7% | +12.7% | -9.0% | +1.6% |
| YTD | +7.1% | +1.6% | +5.6% | +5.6% |
| 1Y | +19.7% | +5.9% | +13.8% | +17.1% |
| 3Y | +202.8% | +237.0% | -34.2% | +154.4% |
| 5Y | +156.7% | -55.1% | +211.9% | +117.3% |
| All | +250.0% | -16.8% | +266.9% | +187.5% |
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 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