+33.8%
AGNC vs GLXY
+2.7%
+31.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.0% | -2.9% |
| 7D | -4.4% | -8.9% | +4.5% | -4.1% |
| 30D | -5.4% | +19.9% | -25.3% | -6.0% |
| 3M | +3.5% | -20.0% | +23.4% | +4.1% |
| 6M | +1.7% | +10.5% | -8.8% | +0.8% |
| YTD | +3.9% | +7.9% | -4.1% | +3.3% |
| 1Y | +13.8% | -7.5% | +21.3% | +12.9% |
| All | +33.8% | +2.7% | +31.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 all: compounded portfolio wealth divided by compounded GLXY 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…
all analysis · Full analysis span regression · 6 months rolling