+60.4%
AGNC vs GAP
+109.5%
-49.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | -4.7% | -4.1% | -0.6% | -4.3% |
| 30D | -5.7% | +6.2% | -11.9% | -6.3% |
| 3M | +1.9% | -0.7% | +2.5% | +1.7% |
| 6M | +1.8% | -7.1% | +8.9% | +2.0% |
| YTD | +3.4% | -14.1% | +17.5% | +4.2% |
| 1Y | +13.6% | -8.5% | +22.1% | +13.5% |
| 3Y | +60.4% | +115.4% | -55.0% | +59.0% |
| All | +60.4% | +109.5% | -49.1% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling