+128.2%
GLDM vs NLY
+69.5%
+58.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.2% | -0.4% | +0.6% | +0.2% |
| 30D | +0.3% | -1.3% | +1.6% | +0.5% |
| 3M | +3.3% | +7.6% | -4.3% | +2.1% |
| 6M | -14.5% | +8.9% | -23.4% | -15.6% |
| YTD | +1.9% | +8.1% | -6.1% | +0.9% |
| 1Y | +21.1% | +15.8% | +5.3% | +19.2% |
| All | +128.2% | +69.5% | +58.7% | +123.1% |
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