+116.8%
GIS vs AGNC
+622.7%
-505.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -6.4% | -4.7% | -1.7% | -5.7% |
| 30D | -6.1% | -5.7% | -0.4% | -5.3% |
| 3M | +7.8% | +1.9% | +6.0% | +7.6% |
| 6M | -8.8% | +1.8% | -10.6% | -9.1% |
| YTD | -19.1% | +3.4% | -22.6% | -19.6% |
| 1Y | -24.8% | +13.6% | -38.4% | -26.2% |
| 3Y | -37.6% | +60.4% | -97.9% | -41.8% |
| 5Y | -25.4% | +27.0% | -52.4% | -28.9% |
| 10Y | -19.6% | +83.1% | -102.7% | -28.9% |
| All | +116.8% | +622.7% | -505.9% | +47.4% |
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 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