+137.7%
GLD vs NLY
+25.6%
+112.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.0% | -4.0% | +2.0% | -1.5% |
| 30D | -1.5% | -5.2% | +3.7% | -0.8% |
| 3M | +3.2% | +2.8% | +0.4% | +2.9% |
| 6M | -16.3% | +4.2% | -20.5% | -16.7% |
| YTD | +0.6% | +4.7% | -4.0% | +0.2% |
| 1Y | +19.1% | +12.7% | +6.4% | +17.8% |
| 3Y | +123.5% | +62.5% | +61.0% | +113.3% |
| All | +137.7% | +25.6% | +112.1% | +130.3% |
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