+185.3%
GS vs NLY
+26.0%
+159.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +0.5% |
| 7D | -1.7% | -3.6% | +1.9% | 0.0% |
| 30D | -0.9% | -4.9% | +4.0% | +1.5% |
| 3M | +2.3% | +6.2% | -3.9% | -0.7% |
| 6M | +23.4% | +4.5% | +19.0% | +20.6% |
| YTD | +17.7% | +5.1% | +12.6% | +14.4% |
| 1Y | +35.1% | +13.5% | +21.6% | +26.1% |
| 3Y | +234.9% | +65.6% | +169.3% | +160.7% |
| 5Y | +185.3% | +26.9% | +158.4% | +169.3% |
| All | +185.3% | +26.0% | +159.3% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling