+95.9%
AGNC vs GDDY
+390.3%
-294.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | -4.7% | -3.2% | -1.5% | -4.3% |
| 30D | -5.7% | +6.8% | -12.5% | -6.9% |
| 3M | +1.9% | +30.5% | -28.6% | -3.1% |
| 6M | +1.8% | +13.3% | -11.5% | -1.4% |
| YTD | +3.4% | -21.0% | +24.4% | +5.8% |
| 1Y | +13.6% | -34.0% | +47.6% | +19.8% |
| 3Y | +60.4% | +33.1% | +27.3% | +47.9% |
| 5Y | +27.0% | +30.3% | -3.3% | +16.4% |
| 10Y | +83.1% | +205.5% | -122.4% | +51.2% |
| All | +95.9% | +390.3% | -294.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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