+2,487.0%
GPN vs AFL
+1,158.0%
+1,329.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -4.6% | -1.6% | -2.9% | -4.0% |
| 30D | -0.3% | -4.0% | +3.8% | +1.2% |
| 3M | +35.4% | -0.5% | +35.9% | +35.6% |
| 6M | +21.7% | +6.5% | +15.1% | +18.6% |
| YTD | +14.9% | +6.2% | +8.7% | +12.1% |
| 1Y | +3.2% | +8.3% | -5.1% | -0.1% |
| 3Y | -27.1% | +62.5% | -89.7% | -39.2% |
| 5Y | -44.4% | +136.2% | -180.5% | -59.2% |
| 10Y | +27.0% | +301.4% | -274.4% | -22.2% |
| All | +2,487.0% | +1,158.0% | +1,329.0% | +872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling