+471.0%
GLW vs AGNC
+62.2%
+408.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +7.8% | -4.7% | +12.5% | +10.1% |
| 30D | -0.4% | -5.7% | +5.2% | +2.0% |
| 3M | -5.6% | +1.9% | -7.4% | -7.0% |
| 6M | +26.7% | +1.8% | +24.9% | +24.9% |
| YTD | +91.0% | +3.4% | +87.6% | +87.9% |
| 1Y | +122.4% | +13.6% | +108.8% | +111.1% |
| 3Y | +471.0% | +60.4% | +410.6% | +390.9% |
| All | +471.0% | +62.2% | +408.8% | +390.9% |
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