+2,857.5%
GD vs NLY
+1,250.9%
+1,606.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | -6.4% | +0.6% | -7.0% | -6.6% |
| 3M | +5.7% | +10.8% | -5.1% | +3.3% |
| 6M | -0.9% | +6.2% | -7.2% | -2.5% |
| YTD | +8.2% | +9.0% | -0.9% | +5.9% |
| 1Y | +13.4% | +19.3% | -5.9% | +8.7% |
| 3Y | +68.5% | +67.7% | +0.8% | +48.6% |
| 5Y | +97.2% | +29.7% | +67.4% | +81.2% |
| 10Y | +190.2% | +81.0% | +109.2% | +143.4% |
| All | +2,857.5% | +1,250.9% | +1,606.5% | +2,013.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling