+140.1%
GDX vs AGNC
+625.5%
-485.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.4% | -2.3% |
| 7D | -5.4% | -4.4% | -1.0% | -3.8% |
| 30D | +6.6% | -5.4% | +11.9% | +8.8% |
| 3M | +30.1% | +3.5% | +26.6% | +28.6% |
| 6M | -7.1% | +1.7% | -8.8% | -7.4% |
| YTD | +12.0% | +3.9% | +8.1% | +11.0% |
| 1Y | +41.2% | +13.8% | +27.4% | +35.3% |
| 3Y | +251.0% | +63.3% | +187.7% | +192.4% |
| 5Y | +226.7% | +27.5% | +199.3% | +191.3% |
| 10Y | +301.0% | +83.8% | +217.2% | +205.0% |
| All | +140.1% | +625.5% | -485.4% | +23.1% |
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