+299.5%
AFL vs GPC
+83.6%
+215.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -5.4% | +1.3% | -6.7% | -6.1% |
| 3M | -0.3% | +37.1% | -37.4% | -14.2% |
| 6M | +5.2% | +23.2% | -18.0% | -5.5% |
| YTD | +5.7% | +13.1% | -7.4% | -2.7% |
| 1Y | +10.2% | +0.9% | +9.4% | +6.9% |
| 3Y | +63.4% | -0.8% | +64.2% | +52.2% |
| 5Y | +133.0% | +31.1% | +101.9% | +79.8% |
| 10Y | +299.5% | +87.4% | +212.2% | +138.7% |
| All | +299.5% | +83.6% | +215.9% | +138.7% |
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