+793.1%
GLD vs NLY
+267.4%
+525.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.6% |
| 7D | -3.4% | -3.6% | +0.3% | -3.3% |
| 30D | -1.1% | -4.9% | +3.8% | -1.0% |
| 3M | +5.8% | +6.2% | -0.4% | +5.6% |
| 6M | -17.1% | +4.5% | -21.5% | -17.2% |
| YTD | 0.0% | +5.1% | -5.1% | -0.1% |
| 1Y | +18.2% | +13.5% | +4.7% | +17.8% |
| 3Y | +122.6% | +65.6% | +57.0% | +119.5% |
| 5Y | +137.1% | +26.9% | +110.2% | +134.4% |
| 10Y | +212.7% | +81.8% | +130.9% | +207.2% |
| All | +793.1% | +267.4% | +525.7% | +762.0% |
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