+26.4%
AGNC vs GNRC
-58.7%
+85.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | -5.7% | -15.7% | +10.1% | -3.0% |
| 3M | +1.9% | -27.3% | +29.2% | +6.8% |
| 6M | +1.8% | -12.1% | +13.9% | +2.3% |
| YTD | +3.4% | +37.1% | -33.7% | -4.7% |
| 1Y | +13.6% | -0.5% | +14.1% | +10.3% |
| 3Y | +60.4% | +61.5% | -1.2% | +37.0% |
| All | +26.4% | -58.7% | +85.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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