+62.5%
NLY vs GME
+18.5%
+44.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.6% |
| 7D | -4.0% | +10.4% | -14.4% | -4.3% |
| 30D | -5.2% | +14.1% | -19.3% | -5.6% |
| 3M | +2.8% | -4.6% | +7.5% | +2.9% |
| 6M | +4.2% | -13.5% | +17.7% | +4.6% |
| YTD | +4.7% | +5.3% | -0.7% | +4.4% |
| 1Y | +12.7% | -14.9% | +27.6% | +13.1% |
| 3Y | +62.5% | +24.3% | +38.3% | +53.6% |
| All | +62.5% | +18.5% | +44.1% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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