+639.9%
GS vs NLY
+81.8%
+558.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.9% | -4.0% | +3.1% | +1.1% |
| 30D | -0.3% | -5.2% | +4.9% | +2.3% |
| 3M | -0.1% | +2.8% | -3.0% | -1.6% |
| 6M | +26.1% | +4.2% | +21.9% | +23.4% |
| YTD | +18.8% | +4.7% | +14.1% | +15.7% |
| 1Y | +33.7% | +12.7% | +21.0% | +25.4% |
| 3Y | +238.9% | +62.5% | +176.4% | +165.5% |
| 5Y | +187.9% | +26.3% | +161.6% | +150.4% |
| All | +639.9% | +81.8% | +558.0% | +550.4% |
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