-51.1%
GPN vs AFRM
-20.4%
-30.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.2% |
| 7D | +0.8% | -7.0% | +7.7% | +1.7% |
| 30D | +5.8% | -7.8% | +13.6% | +6.9% |
| 3M | +37.0% | +5.3% | +31.7% | +35.7% |
| 6M | +20.1% | +42.6% | -22.5% | +14.3% |
| YTD | +20.4% | -2.8% | +23.2% | +19.8% |
| 1Y | +7.4% | -19.3% | +26.7% | +8.7% |
| 3Y | -26.1% | +231.0% | -257.1% | -39.6% |
| 5Y | -38.5% | -22.2% | -16.3% | -51.7% |
| All | -51.1% | -20.4% | -30.7% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling