+497.4%
GD vs AGNC
+501.6%
-4.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.7% | -6.3% | +8.9% | +4.6% |
| 30D | +8.6% | -3.1% | +11.7% | +9.5% |
| 3M | -7.1% | -22.1% | +15.0% | 0.0% |
| 6M | +7.5% | -16.9% | +24.4% | +13.2% |
| YTD | +9.9% | -13.9% | +23.8% | +14.2% |
| 1Y | +7.6% | -6.9% | +14.4% | +9.1% |
| 3Y | +56.2% | +50.9% | +5.3% | +35.1% |
| 5Y | +100.6% | +3.9% | +96.7% | +90.9% |
| 10Y | +167.8% | +47.4% | +120.3% | +122.4% |
| All | +497.4% | +501.6% | -4.2% | +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