+691.0%
GILD vs AGNC
+622.7%
+68.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.8% | -4.7% | -0.1% | -3.7% |
| 30D | +5.8% | -5.7% | +11.4% | +7.2% |
| 3M | +14.9% | +1.9% | +13.1% | +14.4% |
| 6M | -0.4% | +1.8% | -2.2% | -0.9% |
| YTD | +18.5% | +3.4% | +15.1% | +17.3% |
| 1Y | +25.1% | +13.6% | +11.5% | +21.1% |
| 3Y | +105.9% | +60.4% | +45.5% | +82.6% |
| 5Y | +143.0% | +27.0% | +116.0% | +123.4% |
| 10Y | +162.4% | +83.1% | +79.3% | +114.3% |
| All | +691.0% | +622.7% | +68.3% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling