-25.2%
AFRM vs GNRC
-26.0%
+0.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.5% |
| 7D | +3.1% | +4.8% | -1.8% | -0.7% |
| 30D | -4.2% | -10.4% | +6.2% | +2.8% |
| 3M | +10.1% | -28.5% | +38.6% | +35.7% |
| 6M | +39.4% | -6.8% | +46.2% | +33.6% |
| YTD | -3.2% | +39.5% | -42.6% | -37.9% |
| 1Y | -16.1% | +3.4% | -19.5% | -32.0% |
| 3Y | +220.8% | +65.1% | +155.6% | +61.0% |
| 5Y | -17.7% | -57.1% | +39.4% | +19.2% |
| All | -25.2% | -26.0% | +0.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GNRC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling