+77.9%
NLY vs GDDY
+207.2%
-129.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.8% |
| 7D | -4.0% | -3.2% | -0.8% | -3.4% |
| 30D | -5.2% | +6.8% | -12.0% | -6.8% |
| 3M | +2.8% | +30.5% | -27.6% | -4.0% |
| 6M | +4.2% | +13.3% | -9.1% | -0.3% |
| YTD | +4.7% | -21.0% | +25.6% | +8.1% |
| 1Y | +12.7% | -34.0% | +46.7% | +21.4% |
| 3Y | +62.5% | +33.1% | +29.5% | +44.1% |
| 5Y | +26.3% | +30.3% | -4.0% | +10.9% |
| All | +77.9% | +207.2% | -129.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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