+62.5%
NLY vs GWRE
+50.1%
+12.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -4.0% | -13.2% | +9.2% | -2.8% |
| 30D | -5.2% | -18.6% | +13.3% | -3.9% |
| 3M | +2.8% | +18.9% | -16.1% | +0.4% |
| 6M | +4.2% | -11.0% | +15.2% | +4.1% |
| YTD | +4.7% | -29.9% | +34.6% | +7.7% |
| 1Y | +12.7% | -44.3% | +57.1% | +19.8% |
| 3Y | +62.5% | +51.7% | +10.9% | +27.4% |
| All | +62.5% | +50.1% | +12.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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