-1.2%
AGNC vs GWW
+53.2%
-54.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.2% |
| 7D | -0.1% | +5.8% | -5.9% | -1.7% |
| 30D | +2.8% | +13.8% | -11.0% | -0.7% |
| 3M | -14.2% | +13.2% | -27.4% | -17.1% |
| 6M | -11.7% | +28.4% | -40.1% | -18.5% |
| YTD | -7.7% | +44.7% | -52.4% | -18.3% |
| 1Y | -1.2% | +52.1% | -53.2% | -13.6% |
| All | -1.2% | +53.2% | -54.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling