+17.0%
GLXY vs NLY
+9.1%
+7.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.5% |
| 7D | +4.5% | -0.4% | +5.0% | +5.1% |
| 30D | +28.8% | -1.3% | +30.2% | +30.0% |
| 3M | -23.0% | +7.6% | -30.7% | -30.5% |
| 6M | +17.0% | +8.9% | +8.1% | +4.2% |
| All | +17.0% | +9.1% | +7.9% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling