+1,579.8%
GLW vs NLY
+1,202.9%
+376.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.3% |
| 7D | +11.7% | -3.6% | +15.4% | +13.1% |
| 30D | +2.7% | -4.9% | +7.6% | +4.3% |
| 3M | -2.8% | +6.2% | -9.0% | -4.9% |
| 6M | +20.2% | +4.5% | +15.7% | +18.2% |
| YTD | +87.3% | +5.1% | +82.1% | +84.0% |
| 1Y | +119.6% | +13.5% | +106.1% | +110.1% |
| 3Y | +453.7% | +65.6% | +388.1% | +366.5% |
| 5Y | +376.1% | +26.9% | +349.2% | +329.6% |
| 10Y | +837.2% | +81.8% | +755.5% | +634.9% |
| All | +1,579.8% | +1,202.9% | +376.8% | +896.0% |
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