+142.4%
GILD vs NLY
+25.6%
+116.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.8% | -4.0% | -0.8% | -3.8% |
| 30D | +5.8% | -5.2% | +11.0% | +7.2% |
| 3M | +14.9% | +2.8% | +12.1% | +14.1% |
| 6M | -0.4% | +4.2% | -4.6% | -1.5% |
| YTD | +18.5% | +4.7% | +13.9% | +16.9% |
| 1Y | +25.1% | +12.7% | +12.4% | +21.1% |
| 3Y | +105.9% | +62.5% | +43.3% | +82.4% |
| All | +142.4% | +25.6% | +116.8% | +125.3% |
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