+16.0%
GS vs AGNC
-7.3%
+23.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +5.9% | -6.3% | +12.1% | +9.0% |
| 30D | +4.3% | -3.1% | +7.4% | +5.8% |
| 3M | -11.7% | -22.1% | +10.4% | -0.8% |
| 6M | -3.2% | -16.9% | +13.7% | +5.5% |
| YTD | +5.8% | -13.9% | +19.7% | +10.8% |
| 1Y | +16.0% | -6.9% | +22.9% | +20.2% |
| All | +16.0% | -7.3% | +23.3% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling