+60.4%
AGNC vs GWRE
+50.1%
+10.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -4.7% | -13.2% | +8.5% | -3.6% |
| 30D | -5.7% | -18.6% | +12.9% | -4.5% |
| 3M | +1.9% | +18.9% | -17.0% | -0.3% |
| 6M | +1.8% | -11.0% | +12.8% | +1.7% |
| YTD | +3.4% | -29.9% | +33.3% | +6.3% |
| 1Y | +13.6% | -44.3% | +57.9% | +20.4% |
| 3Y | +60.4% | +51.7% | +8.7% | +24.4% |
| All | +60.4% | +50.1% | +10.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling