+225.5%
GWW vs NLY
+25.6%
+199.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -3.4% | -4.0% | +0.6% | -2.1% |
| 30D | -1.9% | -5.2% | +3.3% | -0.2% |
| 3M | -2.4% | +2.8% | -5.2% | -3.4% |
| 6M | +15.7% | +4.2% | +11.5% | +13.9% |
| YTD | +27.6% | +4.7% | +22.9% | +25.3% |
| 1Y | +27.2% | +12.7% | +14.4% | +21.9% |
| 3Y | +89.7% | +62.5% | +27.1% | +60.7% |
| All | +225.5% | +25.6% | +199.9% | +200.8% |
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 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