-3.5%
GEHC vs NLY
+64.2%
-67.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -7.2% | -4.0% | -3.2% | -4.8% |
| 30D | -11.6% | -5.2% | -6.3% | -8.6% |
| 3M | -0.8% | +2.8% | -3.7% | -2.7% |
| 6M | -11.9% | +4.2% | -16.1% | -14.3% |
| YTD | -21.9% | +4.7% | -26.6% | -24.5% |
| 1Y | -17.8% | +12.7% | -30.6% | -24.3% |
| 3Y | -3.5% | +62.5% | -66.1% | -30.6% |
| All | -3.5% | +64.2% | -67.7% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling