+57.7%
GEV vs AGNC
+22.6%
+35.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | -1.2% | +4.5% | +3.7% |
| 30D | -7.5% | +0.9% | -8.4% | -7.8% |
| 3M | -2.2% | +7.0% | -9.1% | -5.3% |
| 6M | +12.1% | +3.9% | +8.2% | +7.9% |
| YTD | +44.4% | +8.5% | +35.9% | +39.4% |
| 1Y | +57.7% | +19.6% | +38.1% | +56.0% |
| All | +57.7% | +22.6% | +35.1% | +56.0% |
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