+653.1%
GS vs AGNC
+658.3%
-5.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.6% |
| 30D | -1.6% | +0.9% | -2.5% | -2.1% |
| 3M | -4.5% | +7.0% | -11.5% | -8.0% |
| 6M | +20.9% | +3.9% | +17.0% | +18.1% |
| YTD | +19.9% | +8.5% | +11.3% | +14.2% |
| 1Y | +41.4% | +19.6% | +21.9% | +27.6% |
| 3Y | +239.2% | +66.1% | +173.1% | +154.0% |
| 5Y | +185.0% | +31.8% | +153.2% | +136.0% |
| 10Y | +655.0% | +87.0% | +567.9% | +398.4% |
| All | +653.1% | +658.3% | -5.2% | +56.9% |
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 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