+15.7%
GEHC vs AGNC
+2.0%
+13.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.0% | +2.4% | +4.6% |
| 7D | +13.2% | +1.5% | +11.7% | +12.3% |
| 30D | +30.6% | +3.9% | +26.7% | +28.2% |
| 3M | +22.2% | -13.5% | +35.7% | +30.9% |
| 6M | +40.8% | -10.6% | +51.4% | +47.5% |
| YTD | +4.8% | -7.2% | +12.0% | +5.1% |
| 1Y | +15.7% | 0.0% | +15.8% | +12.5% |
| All | +15.7% | +2.0% | +13.8% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling