+229.9%
AFRM vs GPC
-1.1%
+231.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.1% |
| 7D | -7.0% | +1.2% | -8.2% | -7.4% |
| 30D | -7.8% | +6.0% | -13.8% | -10.2% |
| 3M | +5.3% | +42.6% | -37.3% | -11.4% |
| 6M | +42.6% | +22.8% | +19.9% | +28.4% |
| YTD | -2.8% | +15.5% | -18.2% | -12.6% |
| 1Y | -19.3% | +2.0% | -21.4% | -22.4% |
| All | +229.9% | -1.1% | +231.0% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling