+22.5%
NLY vs GTLB
-50.1%
+72.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.0% | -5.7% | +1.7% | -3.5% |
| 30D | -5.2% | +15.1% | -20.4% | -6.6% |
| 3M | +2.8% | +65.5% | -62.6% | -2.2% |
| 6M | +4.2% | +102.9% | -98.7% | -3.3% |
| YTD | +4.7% | +25.2% | -20.5% | +1.3% |
| 1Y | +12.7% | -5.5% | +18.3% | +11.8% |
| 3Y | +62.5% | -10.9% | +73.4% | +57.2% |
| All | +22.5% | -50.1% | +72.6% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling