-55.3%
AFRM vs GNRC
-56.2%
+0.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.7% | -3.9% | -2.2% |
| 7D | -10.3% | +2.5% | -12.7% | -12.4% |
| 30D | -13.7% | -11.2% | -2.6% | -7.4% |
| 3M | -11.6% | -10.1% | -1.4% | -9.5% |
| 6M | +2.1% | -28.5% | +30.6% | +19.4% |
| YTD | -8.9% | +42.3% | -51.1% | -47.1% |
| 1Y | -9.7% | +22.8% | -32.6% | -41.0% |
| 3Y | +202.5% | +87.3% | +115.1% | +19.8% |
| 5Y | -55.3% | -56.9% | +1.6% | -33.3% |
| All | -55.3% | -56.2% | +0.9% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling