-31.7%
AFRM vs GPC
+34.4%
-66.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.4% |
| 7D | -5.5% | -1.3% | -4.2% | -4.6% |
| 30D | -15.5% | -6.0% | -9.4% | -11.9% |
| 3M | -10.3% | -7.6% | -2.7% | -5.4% |
| 6M | +0.6% | +24.2% | -23.6% | -16.5% |
| YTD | -11.5% | +2.7% | -14.3% | -18.6% |
| 1Y | -16.6% | +0.2% | -16.8% | -21.9% |
| 3Y | +193.5% | -0.8% | +194.3% | +152.4% |
| 5Y | -55.8% | +4.4% | -60.2% | -63.3% |
| All | -31.7% | +34.4% | -66.1% | -41.5% |
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