-26.0%
AFRM vs GNRC
-58.2%
+32.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -3.9% |
| 7D | -8.0% | +3.2% | -11.2% | -10.3% |
| 30D | -9.8% | -9.5% | -0.3% | -3.5% |
| 3M | +4.7% | -28.5% | +33.2% | +30.3% |
| 6M | +34.1% | -10.0% | +44.1% | +31.6% |
| YTD | -8.4% | +36.7% | -45.2% | -42.3% |
| 1Y | -22.9% | +2.6% | -25.5% | -38.5% |
| 3Y | +203.3% | +61.9% | +141.4% | +44.2% |
| 5Y | -26.0% | -59.0% | +33.1% | +43.8% |
| All | -26.0% | -58.2% | +32.2% | +43.8% |
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