-55.2%
GLXY vs NLY
+2.3%
-57.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.8% | -20.8% | -19.4% |
| 7D | -26.8% | +3.5% | -30.3% | -28.9% |
| 30D | -38.3% | +3.6% | -41.9% | -40.3% |
| 3M | -36.9% | -13.6% | -23.3% | -26.6% |
| 6M | -52.1% | -9.1% | -43.0% | -47.6% |
| YTD | -37.5% | -6.1% | -31.5% | -29.5% |
| 1Y | -55.2% | +0.7% | -55.9% | -50.7% |
| All | -55.2% | +2.3% | -57.5% | -50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling