-56.9%
AFRM vs GPC
+7.9%
-64.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.9% |
| 7D | -7.5% | +0.8% | -8.4% | -8.0% |
| 30D | -15.7% | -1.1% | -14.6% | -15.4% |
| 3M | -9.6% | -6.6% | -3.0% | -5.0% |
| 6M | +6.3% | +22.2% | -16.0% | -12.6% |
| YTD | -8.6% | +5.1% | -13.7% | -18.6% |
| 1Y | -7.6% | +2.8% | -10.4% | -16.5% |
| 3Y | +173.7% | +2.4% | +171.3% | +115.4% |
| 5Y | -56.9% | +7.8% | -64.7% | -72.8% |
| All | -56.9% | +7.9% | -64.8% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling