-2.7%
GFS vs NLY
+26.0%
-28.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | -16.4% | -1.4% | -15.0% | -15.7% |
| 3M | -41.6% | +12.0% | -53.6% | -46.0% |
| 6M | -3.7% | +8.3% | -12.0% | -9.2% |
| YTD | +29.3% | +8.6% | +20.7% | +21.7% |
| 1Y | +37.1% | +16.9% | +20.2% | +22.6% |
| 3Y | -22.1% | +71.0% | -93.1% | -45.3% |
| All | -2.7% | +26.0% | -28.7% | +2.1% |
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