+7.4%
AGNC vs GLDM
+112.9%
-105.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.7% |
| 7D | -4.4% | -2.0% | -2.4% | -3.9% |
| 30D | -1.0% | -4.4% | +3.5% | +0.2% |
| 3M | -19.2% | -8.8% | -10.3% | -17.3% |
| 6M | -15.7% | -15.9% | +0.2% | -12.1% |
| YTD | -11.3% | -7.7% | -3.6% | -9.6% |
| 1Y | -5.6% | -3.6% | -2.0% | -4.8% |
| 3Y | +56.2% | +105.2% | -49.1% | +20.5% |
| 5Y | +7.4% | +112.8% | -105.4% | -22.8% |
| All | +7.4% | +112.9% | -105.5% | -22.8% |
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