-58.3%
AFRM vs GPC
+3.6%
-61.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.2% |
| 7D | -7.3% | +1.6% | -8.9% | -8.3% |
| 30D | -9.6% | -2.1% | -7.5% | -8.5% |
| 3M | -11.1% | -6.8% | -4.3% | -6.5% |
| 6M | +3.9% | +18.6% | -14.7% | -12.4% |
| YTD | -8.5% | +2.7% | -11.2% | -17.0% |
| 1Y | +3.3% | +1.8% | +1.5% | -6.1% |
| 3Y | +213.7% | +1.1% | +212.7% | +147.7% |
| All | -58.3% | +3.6% | -61.9% | -73.2% |
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