-11.6%
GEHC vs AGNC
+2.9%
-14.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | +0.3% |
| 7D | -7.9% | -4.4% | -3.5% | -5.5% |
| 30D | -11.7% | -5.4% | -6.3% | -8.9% |
| 3M | +0.8% | +3.5% | -2.7% | -2.6% |
| 6M | -11.6% | +1.7% | -13.3% | -13.3% |
| All | -11.6% | +2.9% | -14.5% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling