+496.8%
GD vs AGNC
+499.4%
-2.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.1% |
| 7D | +1.9% | -7.0% | +8.9% | +4.1% |
| 30D | +9.2% | -3.5% | +12.7% | +10.2% |
| 3M | -7.5% | -21.8% | +14.3% | -0.6% |
| 6M | +5.8% | -18.0% | +23.8% | +11.9% |
| YTD | +9.8% | -14.2% | +24.0% | +14.2% |
| 1Y | +5.8% | -7.8% | +13.5% | +7.6% |
| 3Y | +58.0% | +51.0% | +7.0% | +36.6% |
| 5Y | +100.4% | +3.6% | +96.8% | +90.9% |
| 10Y | +167.5% | +46.9% | +120.6% | +122.4% |
| All | +496.8% | +499.4% | -2.6% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling