+38.0%
GEV vs AGNC
-0.6%
+38.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.3% |
| 7D | -13.2% | -0.1% | -13.1% | -13.0% |
| 30D | -25.1% | +2.8% | -27.8% | -25.8% |
| 3M | -24.3% | -14.2% | -10.1% | -18.4% |
| 6M | -29.6% | -11.7% | -17.9% | -25.7% |
| YTD | +18.2% | -7.7% | +25.9% | +17.8% |
| 1Y | +38.0% | -1.2% | +39.2% | +31.6% |
| All | +38.0% | -0.6% | +38.6% | +31.6% |
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