+239.6%
GLDM vs NLY
+48.0%
+191.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.6% |
| 7D | -3.4% | -3.6% | +0.2% | -3.2% |
| 30D | -1.1% | -4.9% | +3.8% | -0.8% |
| 3M | +5.9% | +6.2% | -0.3% | +5.5% |
| 6M | -16.9% | +4.5% | -21.4% | -17.1% |
| YTD | +0.2% | +5.1% | -5.0% | -0.1% |
| 1Y | +18.6% | +13.5% | +5.0% | +17.8% |
| 3Y | +124.6% | +65.6% | +59.0% | +119.1% |
| 5Y | +140.6% | +26.9% | +113.7% | +135.2% |
| All | +239.6% | +48.0% | +191.7% | +239.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling