+111.9%
NLY vs GDDY
+390.3%
-278.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.8% |
| 7D | -4.0% | -3.2% | -0.8% | -3.5% |
| 30D | -5.2% | +6.8% | -12.0% | -6.6% |
| 3M | +2.8% | +30.5% | -27.6% | -2.8% |
| 6M | +4.2% | +13.3% | -9.1% | +0.5% |
| YTD | +4.7% | -21.0% | +25.6% | +7.4% |
| 1Y | +12.7% | -34.0% | +46.7% | +19.6% |
| 3Y | +62.5% | +33.1% | +29.5% | +48.5% |
| 5Y | +26.3% | +30.3% | -4.0% | +14.7% |
| 10Y | +81.0% | +205.5% | -124.6% | +49.0% |
| All | +111.9% | +390.3% | -278.5% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling