+11.6%
GD vs AGNC
+12.6%
-1.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +1.2% |
| 7D | -3.2% | -4.4% | +1.2% | -2.1% |
| 30D | -9.6% | -5.4% | -4.2% | -8.4% |
| 3M | +4.3% | +3.5% | +0.9% | +3.1% |
| 6M | +0.5% | +1.7% | -1.2% | -0.3% |
| YTD | +6.6% | +3.9% | +2.8% | +4.2% |
| 1Y | +11.6% | +13.8% | -2.2% | +5.4% |
| All | +11.6% | +12.6% | -1.0% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling