+25.7%
GPN vs AFL
+303.3%
-277.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -4.3% | -1.6% | -2.7% | -3.3% |
| 30D | 0.0% | -4.0% | +4.0% | +2.5% |
| 3M | +35.8% | -0.5% | +36.3% | +35.9% |
| 6M | +22.0% | +6.5% | +15.5% | +16.6% |
| YTD | +15.2% | +6.2% | +9.0% | +10.1% |
| 1Y | +3.5% | +8.3% | -4.8% | -2.6% |
| 3Y | -26.9% | +62.5% | -89.5% | -47.7% |
| 5Y | -44.2% | +136.2% | -180.4% | -69.0% |
| All | +25.7% | +303.3% | -277.6% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling