+628.3%
AGNC vs GME
+128.0%
+500.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.5% |
| 7D | -4.7% | +10.4% | -15.1% | -5.1% |
| 30D | -5.7% | +14.1% | -19.7% | -6.2% |
| 3M | +1.9% | -4.6% | +6.5% | +2.0% |
| 6M | +1.8% | -13.5% | +15.3% | +2.3% |
| YTD | +3.4% | +5.3% | -1.9% | +3.0% |
| 1Y | +13.6% | -14.9% | +28.5% | +14.0% |
| 3Y | +60.4% | +24.3% | +36.1% | +50.7% |
| 5Y | +27.0% | -55.6% | +82.5% | +21.1% |
| 10Y | +83.1% | +288.5% | -205.4% | +11.9% |
| All | +628.3% | +128.0% | +500.3% | +383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling