+133.7%
AFL vs GPC
+29.0%
+104.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.0% |
| 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% | -8.4% |
| 6M | +4.5% | +18.2% | -13.7% | -0.5% |
| YTD | +6.1% | +12.1% | -6.0% | +1.4% |
| 1Y | +10.6% | -0.7% | +11.2% | +9.6% |
| 3Y | +64.0% | -1.7% | +65.7% | +58.2% |
| 5Y | +133.7% | +29.3% | +104.4% | +86.1% |
| All | +133.7% | +29.0% | +104.7% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling