+1,242.0%
NLY vs GAP
+170.4%
+1,071.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.9% |
| 7D | -4.0% | -4.1% | +0.1% | -3.4% |
| 30D | -5.2% | +6.2% | -11.5% | -6.4% |
| 3M | +2.8% | -0.7% | +3.5% | +2.5% |
| 6M | +4.2% | -7.1% | +11.3% | +4.5% |
| YTD | +4.7% | -14.1% | +18.7% | +5.9% |
| 1Y | +12.7% | -8.5% | +21.2% | +12.4% |
| 3Y | +62.5% | +115.4% | -52.8% | +33.2% |
| 5Y | +26.3% | +9.8% | +16.5% | +10.9% |
| 10Y | +81.0% | +30.6% | +50.4% | +37.8% |
| All | +1,242.0% | +170.4% | +1,071.6% | +651.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 all: compounded portfolio wealth divided by compounded GAP 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…
all analysis · Full analysis span regression · 6 months rolling