-27.7%
AFRM vs GPC
+36.1%
-63.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.6% | -6.3% | -6.7% |
| 7D | -6.9% | +1.7% | -8.6% | -7.9% |
| 30D | -7.0% | -2.3% | -4.7% | -5.8% |
| 3M | -11.2% | -4.5% | -6.7% | -8.7% |
| 6M | +4.3% | +21.6% | -17.3% | -12.1% |
| YTD | -6.4% | +4.0% | -10.5% | -14.7% |
| 1Y | -2.6% | +3.5% | -6.1% | -11.3% |
| 3Y | +210.6% | +2.1% | +208.4% | +159.6% |
| 5Y | -57.6% | +5.5% | -63.0% | -65.1% |
| All | -27.7% | +36.1% | -63.8% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling