+238.8%
GS vs AGNC
+67.9%
+170.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | +0.1% |
| 7D | +2.4% | -1.0% | +3.5% | +3.0% |
| 30D | -0.1% | -1.2% | +1.2% | +0.5% |
| 3M | +0.2% | +5.4% | -5.2% | -2.6% |
| 6M | +24.8% | +6.7% | +18.1% | +20.4% |
| YTD | +18.8% | +7.1% | +11.6% | +13.9% |
| 1Y | +37.3% | +16.3% | +21.0% | +26.0% |
| All | +238.8% | +67.9% | +170.9% | +169.9% |
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