+23.0%
NLY vs GTLB
-49.8%
+72.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.9% |
| 7D | -3.6% | -4.1% | +0.4% | -3.3% |
| 30D | -4.9% | +12.3% | -17.3% | -6.1% |
| 3M | +6.2% | +65.9% | -59.7% | +1.0% |
| 6M | +4.5% | +104.0% | -99.5% | -3.1% |
| YTD | +5.1% | +26.0% | -20.9% | +1.7% |
| 1Y | +13.5% | -3.5% | +17.0% | +12.3% |
| 3Y | +65.6% | -9.6% | +75.2% | +59.9% |
| All | +23.0% | -49.8% | +72.8% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling