+122.2%
GLD vs AGNC
+62.8%
+59.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.2% |
| 7D | -3.4% | -4.4% | +1.0% | -2.6% |
| 30D | -1.1% | -5.4% | +4.2% | -0.1% |
| 3M | +5.8% | +3.5% | +2.3% | +5.2% |
| 6M | -17.1% | +1.7% | -18.8% | -17.4% |
| YTD | 0.0% | +3.9% | -3.8% | -0.2% |
| 1Y | +18.2% | +13.8% | +4.4% | +17.2% |
| All | +122.2% | +62.8% | +59.3% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling