+338.6%
AFL vs GPC
+74.2%
+264.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +0.2% | -1.3% | +1.5% | +0.8% |
| 30D | +8.6% | -6.0% | +14.7% | +11.4% |
| 3M | +5.3% | -7.6% | +12.9% | +8.6% |
| 6M | +10.0% | +24.2% | -14.2% | -1.7% |
| YTD | +16.5% | +2.7% | +13.8% | +11.5% |
| 1Y | +12.7% | +0.2% | +12.5% | +9.0% |
| 3Y | +65.5% | -0.8% | +66.2% | +52.8% |
| 5Y | +148.5% | +4.4% | +144.0% | +115.7% |
| All | +338.6% | +74.2% | +264.5% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling