+159.7%
GILD vs NLY
+81.8%
+77.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -4.8% | -4.0% | -0.8% | -4.2% |
| 30D | +5.8% | -5.2% | +11.0% | +6.7% |
| 3M | +14.9% | +2.8% | +12.1% | +14.4% |
| 6M | -0.4% | +4.2% | -4.6% | -1.0% |
| YTD | +18.5% | +4.7% | +13.9% | +17.6% |
| 1Y | +25.1% | +12.7% | +12.4% | +22.7% |
| 3Y | +105.9% | +62.5% | +43.3% | +91.2% |
| 5Y | +143.0% | +26.3% | +116.7% | +128.8% |
| All | +159.7% | +81.8% | +77.9% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling