-37.6%
GIS vs NLY
+64.2%
-101.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -6.4% | -4.0% | -2.4% | -5.6% |
| 30D | -6.1% | -5.2% | -0.9% | -5.1% |
| 3M | +7.8% | +2.8% | +5.0% | +7.4% |
| 6M | -8.8% | +4.2% | -13.0% | -9.4% |
| YTD | -19.1% | +4.7% | -23.8% | -20.0% |
| 1Y | -24.8% | +12.7% | -37.5% | -26.6% |
| 3Y | -37.6% | +62.5% | -100.1% | -40.1% |
| All | -37.6% | +64.2% | -101.7% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling