+100.5%
GD vs NLY
+2.4%
+98.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +2.7% | -5.9% | +8.5% | +4.1% |
| 30D | +8.6% | -2.8% | +11.4% | +9.2% |
| 3M | -7.1% | -21.6% | +14.6% | -1.8% |
| 6M | +7.5% | -14.5% | +22.0% | +11.2% |
| YTD | +9.9% | -12.4% | +22.3% | +12.9% |
| 1Y | +7.6% | -7.3% | +14.8% | +9.0% |
| 3Y | +56.2% | +54.8% | +1.4% | +40.5% |
| All | +100.5% | +2.4% | +98.2% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 5y: compounded portfolio wealth divided by compounded NLY 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…
5y analysis · Full analysis span regression · 6 months rolling