-22.0%
GFS vs NLY
+64.9%
-86.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.8% |
| 7D | +3.2% | -3.6% | +6.8% | +5.7% |
| 30D | -9.6% | -4.9% | -4.6% | -6.6% |
| 3M | -38.5% | +6.2% | -44.7% | -41.3% |
| 6M | -1.3% | +4.5% | -5.8% | -5.2% |
| YTD | +31.8% | +5.1% | +26.7% | +25.9% |
| 1Y | +44.6% | +13.5% | +31.0% | +30.3% |
| All | -22.0% | +64.9% | -86.9% | -46.0% |
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