+63.3%
NLY vs GGLL
+229.6%
-166.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.8% |
| 7D | -3.6% | -5.8% | +2.1% | -3.1% |
| 30D | -4.9% | -7.2% | +2.3% | -4.3% |
| 3M | +6.2% | -17.5% | +23.7% | +7.6% |
| 6M | +4.5% | +5.1% | -0.6% | +2.6% |
| YTD | +5.1% | -1.3% | +6.5% | +3.6% |
| 1Y | +13.5% | +60.2% | -46.7% | +5.3% |
| All | +63.3% | +229.6% | -166.3% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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