+25.7%
GPN vs NLY
+81.8%
-56.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.2% |
| 7D | -4.3% | -4.0% | -0.3% | -2.4% |
| 30D | 0.0% | -5.2% | +5.2% | +2.7% |
| 3M | +35.8% | +2.8% | +33.0% | +33.9% |
| 6M | +22.0% | +4.2% | +17.8% | +19.4% |
| YTD | +15.2% | +4.7% | +10.5% | +12.1% |
| 1Y | +3.5% | +12.7% | -9.3% | -3.0% |
| 3Y | -26.9% | +62.5% | -89.5% | -43.1% |
| 5Y | -44.2% | +26.3% | -70.5% | -51.6% |
| All | +25.7% | +81.8% | -56.1% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling