+62.5%
NLY vs GPC
-2.2%
+64.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.0% | -3.2% | -0.8% | -3.2% |
| 30D | -5.2% | +0.5% | -5.8% | -5.4% |
| 3M | +2.8% | +31.7% | -28.9% | -5.0% |
| 6M | +4.2% | +24.7% | -20.5% | -2.5% |
| YTD | +4.7% | +11.8% | -7.1% | -0.2% |
| 1Y | +12.7% | -3.0% | +15.7% | +11.8% |
| 3Y | +62.5% | -1.1% | +63.7% | +53.8% |
| All | +62.5% | -2.2% | +64.8% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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