+98.7%
GLDM vs NLY
+56.9%
+41.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -4.6% | -5.9% | +1.3% | -3.3% |
| 30D | -5.5% | -2.8% | -2.7% | -4.8% |
| 3M | -10.9% | -21.6% | +10.8% | -6.1% |
| 6M | -17.3% | -14.5% | -2.8% | -14.4% |
| YTD | -10.2% | -12.4% | +2.3% | -7.2% |
| 1Y | -6.9% | -7.3% | +0.3% | -4.4% |
| 3Y | +98.7% | +54.8% | +43.8% | +86.1% |
| All | +98.7% | +56.9% | +41.7% | +86.1% |
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