+53.9%
AGNC vs GLDM
+239.3%
-185.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.5% |
| 7D | -4.4% | -3.4% | -1.0% | -3.5% |
| 30D | -5.4% | -1.1% | -4.3% | -5.2% |
| 3M | +3.5% | +5.9% | -2.4% | +1.6% |
| 6M | +1.7% | -16.9% | +18.6% | +6.9% |
| YTD | +3.9% | +0.2% | +3.7% | +3.2% |
| 1Y | +13.8% | +18.6% | -4.7% | +7.1% |
| 3Y | +63.3% | +124.6% | -61.3% | +20.3% |
| 5Y | +27.5% | +140.6% | -113.1% | -9.9% |
| All | +53.9% | +239.3% | -185.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GLDM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling