+7.0%
GLXY vs NLY
+31.4%
-24.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | -7.3% | -4.0% | -3.3% | -3.9% |
| 30D | +15.7% | -5.2% | +21.0% | +21.1% |
| 3M | -26.7% | +2.8% | -29.5% | -29.1% |
| 6M | +13.7% | +4.2% | +9.5% | +8.7% |
| YTD | +9.1% | +4.7% | +4.5% | +7.0% |
| 1Y | -15.5% | +12.7% | -28.2% | -20.1% |
| All | +7.0% | +31.4% | -24.4% | -15.6% |
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