+5.8%
GLXY vs NLY
+32.0%
-26.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -1.7% |
| 7D | -8.9% | -3.6% | -5.3% | -5.9% |
| 30D | +19.9% | -4.9% | +24.8% | +25.1% |
| 3M | -20.0% | +6.2% | -26.2% | -24.8% |
| 6M | +10.5% | +4.5% | +6.0% | +5.4% |
| YTD | +7.9% | +5.1% | +2.8% | +5.4% |
| 1Y | -7.5% | +13.5% | -21.0% | -13.0% |
| All | +5.8% | +32.0% | -26.1% | -16.9% |
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