-46.9%
GPN vs AFRM
-25.4%
-21.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.7% |
| 7D | +4.3% | -10.3% | +14.6% | +5.8% |
| 30D | +22.1% | -13.7% | +35.9% | +24.3% |
| 3M | +17.1% | -11.6% | +28.6% | +18.6% |
| 6M | +46.7% | +2.1% | +44.6% | +45.5% |
| YTD | +30.8% | -8.9% | +39.6% | +30.8% |
| 1Y | +31.5% | -9.7% | +41.2% | +31.4% |
| 3Y | -5.1% | +202.5% | -207.6% | -21.2% |
| 5Y | -18.1% | -55.3% | +37.2% | -36.4% |
| All | -46.9% | -25.4% | -21.5% | -56.7% |
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