+26.4%
AGNC vs GME
-56.3%
+82.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.6% |
| 7D | -4.7% | +10.4% | -15.1% | -5.2% |
| 30D | -5.7% | +14.1% | -19.7% | -6.3% |
| 3M | +1.9% | -4.6% | +6.5% | +2.0% |
| 6M | +1.8% | -13.5% | +15.3% | +2.4% |
| YTD | +3.4% | +5.3% | -1.9% | +2.9% |
| 1Y | +13.6% | -14.9% | +28.5% | +14.1% |
| 3Y | +60.4% | +24.3% | +36.1% | +44.0% |
| All | +26.4% | -56.3% | +82.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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