+77.9%
NLY vs GNRC
+448.8%
-370.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.0% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -5.2% | -15.7% | +10.5% | -2.2% |
| 3M | +2.8% | -27.3% | +30.2% | +8.6% |
| 6M | +4.2% | -12.1% | +16.3% | +4.8% |
| YTD | +4.7% | +37.1% | -32.5% | -4.8% |
| 1Y | +12.7% | -0.5% | +13.2% | +8.8% |
| 3Y | +62.5% | +61.5% | +1.0% | +36.5% |
| 5Y | +26.3% | -58.6% | +84.9% | +34.7% |
| All | +77.9% | +448.8% | -370.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling