+844.8%
GLW vs AGNC
+648.3%
+196.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | +16.9% | -1.0% | +17.9% | +17.4% |
| 30D | +7.0% | -1.2% | +8.2% | +7.4% |
| 3M | -3.0% | +5.4% | -8.3% | -5.5% |
| 6M | +31.0% | +6.7% | +24.3% | +27.1% |
| YTD | +93.4% | +7.1% | +86.3% | +87.6% |
| 1Y | +134.7% | +16.3% | +118.5% | +119.6% |
| 3Y | +471.8% | +68.5% | +403.3% | +352.7% |
| 5Y | +394.5% | +31.4% | +363.1% | +326.2% |
| 10Y | +867.9% | +89.6% | +778.3% | +591.5% |
| All | +844.8% | +648.3% | +196.5% | +204.1% |
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 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