+77.9%
NLY vs GRMN
+677.8%
-599.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -2.0% |
| 7D | -4.0% | +2.4% | -6.4% | -4.9% |
| 30D | -5.2% | -8.5% | +3.2% | -2.3% |
| 3M | +2.8% | +19.5% | -16.6% | -4.5% |
| 6M | +4.2% | +21.2% | -17.0% | -4.1% |
| YTD | +4.7% | +41.0% | -36.4% | -9.6% |
| 1Y | +12.7% | +19.6% | -6.8% | +3.3% |
| 3Y | +62.5% | +183.8% | -121.2% | -2.6% |
| 5Y | +26.3% | +83.0% | -56.7% | -10.6% |
| All | +77.9% | +677.8% | -599.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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