+2,059.7%
GS vs NLY
+1,257.0%
+802.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +3.4% | +0.4% | +2.9% | +3.2% |
| 30D | +0.2% | -1.4% | +1.6% | +0.8% |
| 3M | -0.3% | +12.0% | -12.4% | -5.1% |
| 6M | +27.4% | +8.3% | +19.0% | +23.0% |
| YTD | +19.6% | +8.6% | +11.1% | +15.3% |
| 1Y | +42.5% | +16.9% | +25.6% | +32.8% |
| 3Y | +240.4% | +71.0% | +169.4% | +170.1% |
| 5Y | +188.9% | +31.1% | +157.8% | +150.7% |
| 10Y | +642.6% | +81.0% | +561.6% | +445.9% |
| All | +2,059.7% | +1,257.0% | +802.7% | +802.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling