+407.0%
GIS vs NLY
+1,197.0%
-790.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -6.4% | -4.0% | -2.4% | -5.9% |
| 30D | -6.1% | -5.2% | -0.9% | -5.5% |
| 3M | +7.8% | +2.8% | +5.0% | +7.5% |
| 6M | -8.8% | +4.2% | -13.0% | -9.2% |
| YTD | -19.1% | +4.7% | -23.8% | -19.6% |
| 1Y | -24.8% | +12.7% | -37.5% | -25.8% |
| 3Y | -37.6% | +62.5% | -100.1% | -41.1% |
| 5Y | -25.4% | +26.3% | -51.7% | -28.4% |
| 10Y | -19.6% | +81.0% | -100.6% | -27.0% |
| All | +407.0% | +1,197.0% | -790.0% | +325.9% |
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