+474.3%
NLY vs GME
+1,205.5%
-731.1%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.7% |
| 7D | -4.0% | +10.4% | -14.4% | -4.5% |
| 30D | -5.2% | +14.1% | -19.3% | -5.9% |
| 3M | +2.8% | -4.6% | +7.5% | +3.0% |
| 6M | +4.2% | -13.5% | +17.7% | +4.8% |
| YTD | +4.7% | +5.3% | -0.7% | +4.1% |
| 1Y | +12.7% | -14.9% | +27.6% | +13.3% |
| 3Y | +62.5% | +24.3% | +38.3% | +49.3% |
| 5Y | +26.3% | -55.6% | +81.9% | +18.5% |
| 10Y | +81.0% | +288.5% | -207.5% | -7.8% |
| All | +474.3% | +1,205.5% | -731.1% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling