+25.1%
AGNC vs GTLB
-49.8%
+74.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.2% |
| 7D | -4.4% | -4.1% | -0.3% | -4.1% |
| 30D | -5.4% | +12.3% | -17.7% | -6.5% |
| 3M | +3.5% | +65.9% | -62.4% | -1.4% |
| 6M | +1.7% | +104.0% | -102.2% | -5.4% |
| YTD | +3.9% | +26.0% | -22.2% | +0.6% |
| 1Y | +13.8% | -3.5% | +17.3% | +12.7% |
| 3Y | +63.3% | -9.6% | +73.0% | +58.1% |
| All | +25.1% | -49.8% | +74.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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