-29.3%
AFRM vs GPC
+34.3%
-63.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.3% |
| 7D | -7.3% | +1.6% | -8.9% | -8.2% |
| 30D | -9.6% | -2.1% | -7.5% | -8.5% |
| 3M | -11.1% | -6.8% | -4.3% | -6.9% |
| 6M | +3.9% | +18.6% | -14.7% | -10.8% |
| YTD | -8.5% | +2.7% | -11.2% | -15.8% |
| 1Y | +3.3% | +1.8% | +1.5% | -4.7% |
| 3Y | +213.7% | +1.1% | +212.7% | +164.0% |
| 5Y | -58.5% | +4.1% | -62.6% | -65.6% |
| All | -29.3% | +34.3% | -63.7% | -39.4% |
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