-26.9%
GPN vs NLY
+64.2%
-91.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.3% |
| 7D | -4.3% | -4.0% | -0.3% | -1.9% |
| 30D | 0.0% | -5.2% | +5.2% | +3.4% |
| 3M | +35.8% | +2.8% | +33.0% | +33.5% |
| 6M | +22.0% | +4.2% | +17.8% | +18.7% |
| YTD | +15.2% | +4.7% | +10.5% | +11.1% |
| 1Y | +3.5% | +12.7% | -9.3% | -5.1% |
| 3Y | -26.9% | +62.5% | -89.5% | -47.8% |
| All | -26.9% | +64.2% | -91.1% | -47.8% |
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