+628.3%
AGNC vs GPN
+320.9%
+307.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.7% | -4.3% | -0.4% | -3.6% |
| 30D | -5.7% | 0.0% | -5.7% | -5.8% |
| 3M | +1.9% | +35.8% | -34.0% | -7.1% |
| 6M | +1.8% | +22.0% | -20.2% | -4.8% |
| YTD | +3.4% | +15.2% | -11.8% | -2.5% |
| 1Y | +13.6% | +3.5% | +10.1% | +10.1% |
| 3Y | +60.4% | -26.9% | +87.3% | +67.6% |
| 5Y | +27.0% | -44.2% | +71.2% | +39.6% |
| 10Y | +83.1% | +27.3% | +55.7% | +54.6% |
| All | +628.3% | +320.9% | +307.4% | +281.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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