+31.4%
AGNC vs GLDM
+143.2%
-111.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.2% | +0.3% | -1.5% | -1.4% |
| 3M | +5.4% | +3.3% | +2.1% | +4.4% |
| 6M | +6.7% | -14.5% | +21.2% | +10.4% |
| YTD | +7.1% | +1.9% | +5.2% | +6.5% |
| 1Y | +16.3% | +21.1% | -4.8% | +10.7% |
| 3Y | +68.5% | +128.6% | -60.1% | +27.8% |
| 5Y | +31.4% | +143.8% | -112.4% | -5.5% |
| All | +31.4% | +143.2% | -111.8% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling