-53.2%
GPN vs AFRM
-25.2%
-28.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.5% | -8.5% | +5.0% | -2.4% |
| 30D | +3.1% | -11.4% | +14.5% | +4.7% |
| 3M | +42.3% | +8.2% | +34.0% | +40.6% |
| 6M | +20.9% | +36.6% | -15.7% | +15.6% |
| YTD | +15.2% | -8.7% | +23.9% | +15.6% |
| 1Y | +5.4% | -19.9% | +25.3% | +6.9% |
| 3Y | -27.4% | +202.6% | -230.0% | -39.9% |
| 5Y | -44.2% | -45.0% | +0.8% | -56.4% |
| All | -53.2% | -25.2% | -28.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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