+388.8%
GH vs NLY
+46.2%
+342.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -2.5% | -4.0% | +1.5% | -0.6% |
| 30D | -4.7% | -5.2% | +0.6% | -2.4% |
| 3M | +20.2% | +2.8% | +17.4% | +18.3% |
| 6M | +78.8% | +4.2% | +74.6% | +74.9% |
| YTD | +54.1% | +4.7% | +49.4% | +50.1% |
| 1Y | +177.1% | +12.7% | +164.3% | +159.8% |
| 3Y | +371.6% | +62.5% | +309.1% | +276.2% |
| 5Y | +21.9% | +26.3% | -4.4% | +3.4% |
| All | +388.8% | +46.2% | +342.6% | +343.8% |
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 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