+19,143.8%
AFL vs GPC
+2,341.8%
+16,802.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.6% |
| 7D | +0.6% | +1.2% | -0.6% | -0.1% |
| 30D | -6.2% | +6.0% | -12.1% | -9.3% |
| 3M | +2.2% | +42.6% | -40.4% | -17.1% |
| 6M | +5.3% | +22.8% | -17.5% | -8.0% |
| YTD | +8.0% | +15.5% | -7.5% | -3.9% |
| 1Y | +10.2% | +2.0% | +8.2% | +4.9% |
| 3Y | +67.1% | -1.4% | +68.5% | +52.8% |
| 5Y | +135.6% | +30.6% | +105.0% | +77.5% |
| 10Y | +299.4% | +80.6% | +218.8% | +133.7% |
| All | +19,143.8% | +2,341.8% | +16,802.0% | +3,468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling