-3.5%
GEHC vs AGNC
+62.2%
-65.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -7.2% | -4.7% | -2.5% | -4.7% |
| 30D | -11.6% | -5.7% | -5.9% | -8.7% |
| 3M | -0.8% | +1.9% | -2.7% | -2.2% |
| 6M | -11.9% | +1.8% | -13.7% | -13.1% |
| YTD | -21.9% | +3.4% | -25.4% | -24.1% |
| 1Y | -17.8% | +13.6% | -31.4% | -24.3% |
| 3Y | -3.5% | +60.4% | -63.9% | -27.7% |
| All | -3.5% | +62.2% | -65.7% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling