+92.2%
GD vs NLY
+30.7%
+61.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -10.9% | -1.3% | -9.6% | -10.7% |
| 3M | +2.5% | +7.6% | -5.2% | +0.7% |
| 6M | -1.7% | +8.9% | -10.6% | -3.8% |
| YTD | +6.1% | +8.1% | -1.9% | +4.0% |
| 1Y | +11.7% | +15.8% | -4.1% | +7.6% |
| 3Y | +71.8% | +70.2% | +1.6% | +51.2% |
| 5Y | +92.2% | +30.0% | +62.2% | +83.9% |
| All | +92.2% | +30.7% | +61.5% | +83.9% |
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