+24.4%
GH vs NLY
+25.6%
-1.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -2.5% | -4.0% | +1.5% | +0.9% |
| 30D | -4.7% | -5.2% | +0.6% | -0.5% |
| 3M | +20.2% | +2.8% | +17.4% | +16.6% |
| 6M | +78.8% | +4.2% | +74.6% | +71.2% |
| YTD | +54.1% | +4.7% | +49.4% | +46.0% |
| 1Y | +177.1% | +12.7% | +164.3% | +144.2% |
| 3Y | +371.6% | +62.5% | +309.1% | +197.0% |
| All | +24.4% | +25.6% | -1.1% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling