+41.9%
GILD vs AGNC
-5.3%
+47.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.4% |
| 7D | -2.7% | -4.4% | +1.7% | -1.1% |
| 30D | +12.8% | -1.0% | +13.8% | +13.2% |
| 3M | +25.7% | -19.2% | +44.9% | +35.0% |
| 6M | +28.7% | -15.7% | +44.4% | +36.3% |
| YTD | +40.8% | -11.3% | +52.0% | +48.1% |
| 1Y | +41.9% | -5.6% | +47.5% | +46.4% |
| All | +41.9% | -5.3% | +47.2% | +46.4% |
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