+1,261.4%
NLY vs GRMN
+6,792.7%
-5,531.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.3% |
| 7D | -4.0% | +2.0% | -6.0% | -4.4% |
| 30D | -5.2% | -8.8% | +3.6% | -3.4% |
| 3M | +2.8% | +19.0% | -16.2% | -1.4% |
| 6M | +4.2% | +20.7% | -16.5% | -0.5% |
| YTD | +4.7% | +40.5% | -35.8% | -3.6% |
| 1Y | +12.7% | +19.1% | -6.4% | +7.4% |
| 3Y | +62.5% | +182.7% | -120.2% | +26.3% |
| 5Y | +26.3% | +82.3% | -56.0% | +6.6% |
| 10Y | +81.0% | +672.8% | -591.8% | +16.1% |
| All | +1,261.4% | +6,792.7% | -5,531.4% | +484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling