-17.4%
GIS vs AGNC
+2.0%
-19.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.2% | +3.7% |
| 7D | +8.5% | +1.5% | +7.0% | +7.8% |
| 30D | +15.3% | +3.9% | +11.4% | +13.7% |
| 3M | +0.9% | -13.5% | +14.4% | +4.5% |
| 6M | +7.9% | -10.6% | +18.5% | +11.2% |
| YTD | -17.6% | -7.2% | -10.4% | -18.0% |
| 1Y | -17.4% | 0.0% | -17.3% | -21.1% |
| All | -17.4% | +2.0% | -19.3% | -21.1% |
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