+409.4%
GE vs AGNC
+26.7%
+382.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -4.0% | -4.7% | +0.7% | -2.2% |
| 30D | -11.4% | -5.7% | -5.7% | -9.5% |
| 3M | -2.6% | +1.9% | -4.5% | -3.5% |
| 6M | -0.3% | +1.8% | -2.1% | -1.2% |
| YTD | +5.4% | +3.4% | +1.9% | +3.7% |
| 1Y | +15.5% | +13.6% | +1.9% | +9.7% |
| 3Y | +260.8% | +60.4% | +200.4% | +202.1% |
| All | +409.4% | +26.7% | +382.7% | +421.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling