-24.6%
GLRE vs SPY
+315.0%
-339.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.1% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +9.3% | -3.3% | +12.6% | +11.4% |
| 3M | +4.0% | -2.4% | +6.4% | +5.3% |
| 6M | -9.7% | +2.6% | -12.2% | -11.8% |
| YTD | +10.6% | +11.2% | -0.6% | +2.2% |
| 1Y | +24.4% | +13.4% | +11.0% | +13.4% |
| 3Y | +51.5% | +79.9% | -28.4% | +0.8% |
| 5Y | +116.8% | +72.2% | +44.6% | +46.6% |
| 10Y | -24.6% | +307.3% | -332.0% | -75.2% |
| All | -24.6% | +315.0% | -339.6% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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