+631.2%
AGNC vs GRMN
+1,015.9%
-384.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | -5.4% | -12.1% | +6.7% | -2.4% |
| 3M | +3.5% | +18.0% | -14.5% | -1.2% |
| 6M | +1.7% | +13.7% | -12.0% | -2.1% |
| YTD | +3.9% | +35.3% | -31.4% | -4.6% |
| 1Y | +13.8% | +17.2% | -3.4% | +8.0% |
| 3Y | +63.3% | +179.6% | -116.3% | +21.7% |
| 5Y | +27.5% | +75.6% | -48.1% | +4.9% |
| 10Y | +83.8% | +644.2% | -560.4% | +8.9% |
| All | +631.2% | +1,015.9% | -384.8% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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