+450.1%
GE vs NLY
+1,202.9%
-752.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.6% |
| 7D | -2.8% | -3.6% | +0.8% | -1.4% |
| 30D | -11.9% | -4.9% | -7.0% | -10.3% |
| 3M | +1.8% | +6.2% | -4.4% | -0.6% |
| 6M | -0.6% | +4.5% | -5.1% | -2.2% |
| YTD | +5.5% | +5.1% | +0.4% | +3.4% |
| 1Y | +15.0% | +13.5% | +1.4% | +9.2% |
| 3Y | +269.5% | +65.6% | +203.9% | +201.6% |
| 5Y | +422.4% | +26.9% | +395.5% | +362.7% |
| 10Y | +151.0% | +81.8% | +69.2% | +92.2% |
| All | +450.1% | +1,202.9% | -752.8% | +201.8% |
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