+1,242.0%
NLY vs GFI
+1,277.6%
-35.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| YTD | +4.7% | +6.3% | -1.6% | +3.2% |
| 1Y | +12.7% | +22.1% | -9.3% | +9.4% |
| 3Y | +62.5% | +289.2% | -226.6% | +41.2% |
| 5Y | +26.3% | +531.7% | -505.3% | +3.8% |
| 10Y | +81.0% | +1,043.8% | -962.8% | +35.0% |
| All | +1,242.0% | +1,277.6% | -35.6% | +794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling