-0.6%
NLY vs GFI
+5.1%
-5.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.8% |
| 7D | +2.1% | +7.7% | -5.7% | +1.1% |
| 30D | +2.3% | +4.6% | -2.3% | +1.7% |
| 3M | -13.7% | +3.8% | -17.4% | -14.4% |
| 6M | -9.6% | -7.3% | -2.3% | -9.7% |
| YTD | -6.5% | -8.8% | +2.3% | -5.5% |
| 1Y | -0.6% | +4.3% | -4.9% | +0.4% |
| All | -0.6% | +5.1% | -5.7% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling