+199.8%
GS vs AGNC
+53.4%
+146.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | +5.9% | -6.3% | +12.1% | +9.6% |
| 30D | +4.3% | -3.1% | +7.4% | +6.0% |
| 3M | -11.7% | -22.1% | +10.4% | +1.1% |
| 6M | -3.2% | -16.9% | +13.7% | +6.8% |
| YTD | +5.8% | -13.9% | +19.7% | +13.6% |
| 1Y | +16.0% | -6.9% | +22.9% | +18.9% |
| 3Y | +199.8% | +50.9% | +148.9% | +125.6% |
| All | +199.8% | +53.4% | +146.3% | +125.6% |
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 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