-24.9%
AFRM vs GPC
+51.1%
-76.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.4% |
| 7D | -7.0% | +1.2% | -8.2% | -7.7% |
| 30D | -7.8% | +6.0% | -13.8% | -11.5% |
| 3M | +5.3% | +42.6% | -37.3% | -20.3% |
| 6M | +42.6% | +22.8% | +19.9% | +20.5% |
| YTD | -2.8% | +15.5% | -18.2% | -17.3% |
| 1Y | -19.3% | +2.0% | -21.4% | -24.2% |
| 3Y | +231.0% | -1.4% | +232.4% | +201.7% |
| 5Y | -22.2% | +30.6% | -52.8% | -40.2% |
| All | -24.9% | +51.1% | -76.0% | -40.6% |
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