-24.9%
AFRM vs GPC
+51.1%
-76.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.9% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -7.8% | +5.1% | -12.9% | -11.0% |
| 3M | +5.3% | +41.5% | -36.2% | -19.8% |
| 6M | +42.6% | +21.8% | +20.8% | +21.2% |
| YTD | -2.8% | +14.6% | -17.4% | -16.8% |
| 1Y | -19.3% | +1.3% | -20.6% | -23.8% |
| 3Y | +231.0% | -1.4% | +232.4% | +201.3% |
| 5Y | -22.2% | +30.6% | -52.8% | -40.3% |
| All | -24.9% | +51.1% | -76.0% | -40.6% |
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