+150.7%
NLY vs GNRC
+2,082.9%
-1,932.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.9% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -5.2% | -15.7% | +10.5% | -2.8% |
| 3M | +2.8% | -27.3% | +30.2% | +7.4% |
| 6M | +4.2% | -12.1% | +16.3% | +4.8% |
| YTD | +4.7% | +37.1% | -32.5% | -2.6% |
| 1Y | +12.7% | -0.5% | +13.2% | +9.9% |
| 3Y | +62.5% | +61.5% | +1.0% | +43.1% |
| 5Y | +26.3% | -58.6% | +84.9% | +29.8% |
| 10Y | +81.0% | +446.3% | -365.3% | +32.1% |
| All | +150.7% | +2,082.9% | -1,932.2% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling