+62.5%
NLY vs GFI
+287.6%
-225.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -4.0% | -4.9% | +0.9% | -3.6% |
| 30D | -5.2% | +10.7% | -16.0% | -6.1% |
| 3M | +2.8% | +25.6% | -22.8% | +0.7% |
| 6M | +4.2% | -8.3% | +12.5% | +4.0% |
| YTD | +4.7% | +6.3% | -1.6% | +3.4% |
| 1Y | +12.7% | +22.1% | -9.3% | +9.9% |
| 3Y | +62.5% | +289.2% | -226.6% | +34.7% |
| All | +62.5% | +287.6% | -225.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling