-31.6%
AFRM vs GPC
+36.4%
-68.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.5% |
| 7D | -8.4% | +0.4% | -8.7% | -8.5% |
| 30D | -18.3% | -1.8% | -16.5% | -17.5% |
| 3M | -12.7% | -6.6% | -6.1% | -8.7% |
| 6M | +3.0% | +21.3% | -18.3% | -13.0% |
| YTD | -11.4% | +4.3% | -15.7% | -19.3% |
| 1Y | -13.3% | +3.3% | -16.6% | -20.9% |
| 3Y | +194.0% | +0.8% | +193.3% | +150.2% |
| 5Y | -50.6% | +7.4% | -58.0% | -59.5% |
| All | -31.6% | +36.4% | -68.0% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling