+64.0%
AFL vs GPC
-2.2%
+66.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -7.1% | -0.4% | -6.7% | -7.1% |
| 3M | +0.4% | +39.2% | -38.7% | -5.0% |
| 6M | +4.5% | +18.2% | -13.7% | +1.5% |
| YTD | +6.1% | +12.1% | -6.0% | +3.2% |
| 1Y | +10.6% | -0.7% | +11.2% | +10.1% |
| 3Y | +64.0% | -1.7% | +65.7% | +59.0% |
| All | +64.0% | -2.2% | +66.2% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling