-1.2%
AGNC vs GFI
+5.1%
-6.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.0% |
| 7D | -0.1% | +7.7% | -7.8% | -1.2% |
| 30D | +2.8% | +4.6% | -1.8% | +2.0% |
| 3M | -14.2% | +3.8% | -17.9% | -15.0% |
| 6M | -11.7% | -7.3% | -4.4% | -11.6% |
| YTD | -7.7% | -8.8% | +1.1% | -6.5% |
| 1Y | -1.2% | +4.3% | -5.5% | -0.4% |
| All | -1.2% | +5.1% | -6.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling