+189.8%
GD vs AGNC
+84.4%
+105.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +1.4% |
| 7D | -3.2% | -4.4% | +1.2% | -1.8% |
| 30D | -9.6% | -5.4% | -4.2% | -8.0% |
| 3M | +4.3% | +3.5% | +0.9% | +3.0% |
| 6M | +0.5% | +1.7% | -1.2% | -0.4% |
| YTD | +6.6% | +3.9% | +2.8% | +4.8% |
| 1Y | +11.6% | +13.8% | -2.2% | +6.4% |
| 3Y | +72.6% | +63.3% | +9.2% | +44.2% |
| 5Y | +95.2% | +27.5% | +67.7% | +77.2% |
| All | +189.8% | +84.4% | +105.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 10y: compounded portfolio wealth divided by compounded AGNC 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…
10y analysis · Full analysis span regression · 6 months rolling