+384.1%
GLW vs NLY
+25.6%
+358.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +7.8% | -4.0% | +11.8% | +9.6% |
| 30D | -0.4% | -5.2% | +4.8% | +1.7% |
| 3M | -5.6% | +2.8% | -8.4% | -7.0% |
| 6M | +26.7% | +4.2% | +22.5% | +24.1% |
| YTD | +91.0% | +4.7% | +86.4% | +86.9% |
| 1Y | +122.4% | +12.7% | +109.7% | +110.6% |
| 3Y | +471.0% | +62.5% | +408.5% | +363.2% |
| All | +384.1% | +25.6% | +358.6% | +382.7% |
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