+74.5%
GDXJ vs AGNC
+312.0%
-237.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | -2.8% | -4.7% | +1.9% | -0.3% |
| 30D | +5.0% | -5.7% | +10.6% | +8.4% |
| 3M | +24.1% | +1.9% | +22.2% | +23.0% |
| 6M | -7.4% | +1.8% | -9.2% | -7.8% |
| YTD | +10.2% | +3.4% | +6.8% | +9.2% |
| 1Y | +42.5% | +13.6% | +28.9% | +34.3% |
| 3Y | +285.7% | +60.4% | +225.3% | +197.8% |
| 5Y | +231.9% | +27.0% | +204.9% | +184.2% |
| 10Y | +230.0% | +83.1% | +146.9% | +124.6% |
| All | +74.5% | +312.0% | -237.5% | -20.8% |
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