0.0%
AGNC vs GH
+80.5%
-80.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +4.2% |
| 7D | +1.5% | -7.7% | +9.1% | +2.0% |
| 30D | +3.9% | -10.0% | +13.9% | +4.5% |
| 3M | -13.5% | +5.5% | -19.0% | -14.1% |
| 6M | -10.6% | +84.9% | -95.5% | -16.0% |
| YTD | -7.2% | +65.0% | -72.2% | -13.1% |
| 1Y | 0.0% | +71.8% | -71.8% | -6.8% |
| All | 0.0% | +80.5% | -80.5% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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