+1.3%
GFS vs NLY
+21.5%
-20.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | +3.8% | -4.0% | +7.8% | +6.5% |
| 30D | -11.7% | -5.2% | -6.5% | -8.8% |
| 3M | -41.8% | +2.8% | -44.6% | -43.2% |
| 6M | +6.6% | +4.2% | +2.4% | +3.0% |
| YTD | +34.6% | +4.7% | +30.0% | +29.6% |
| 1Y | +46.2% | +12.7% | +33.4% | +33.6% |
| 3Y | -20.3% | +62.5% | -82.9% | -42.3% |
| All | +1.3% | +21.5% | -20.1% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling