-25.9%
AFRM vs GNRC
-27.3%
+1.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.1% | +2.9% |
| 7D | -1.3% | -0.2% | -1.1% | -1.1% |
| 30D | -2.7% | -15.7% | +13.1% | +9.9% |
| 3M | +7.4% | -27.3% | +34.8% | +31.3% |
| 6M | +40.7% | -12.1% | +52.7% | +41.4% |
| YTD | -4.0% | +37.1% | -41.1% | -37.6% |
| 1Y | -12.2% | -0.5% | -11.8% | -26.4% |
| 3Y | +203.1% | +61.5% | +141.6% | +54.9% |
| 5Y | -42.2% | -58.6% | +16.3% | -14.6% |
| All | -25.9% | -27.3% | +1.4% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling