+71.8%
GH vs NLY
+2.3%
+69.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.8% | -7.5% | -4.6% |
| 7D | -7.7% | +3.5% | -11.2% | -8.5% |
| 30D | -10.0% | +3.6% | -13.6% | -10.8% |
| 3M | +5.5% | -13.6% | +19.1% | +11.0% |
| 6M | +84.9% | -9.1% | +94.0% | +88.4% |
| YTD | +65.0% | -6.1% | +71.1% | +62.2% |
| 1Y | +71.8% | +0.7% | +71.1% | +72.8% |
| All | +71.8% | +2.3% | +69.5% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling