+363.6%
GLD vs AGNC
+648.3%
-284.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +0.1% | -1.0% | +1.2% | +0.2% |
| 30D | +0.2% | -1.2% | +1.4% | +0.3% |
| 3M | +3.2% | +5.4% | -2.2% | +2.9% |
| 6M | -14.6% | +6.7% | -21.4% | -15.0% |
| YTD | +1.8% | +7.1% | -5.3% | +1.4% |
| 1Y | +20.7% | +16.3% | +4.5% | +19.7% |
| 3Y | +126.5% | +68.5% | +58.0% | +119.8% |
| 5Y | +140.0% | +31.4% | +108.6% | +134.5% |
| 10Y | +218.2% | +89.6% | +128.6% | +204.5% |
| All | +363.6% | +648.3% | -284.7% | +392.6% |
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