-28.7%
GLRE vs SPY
+312.5%
-341.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.6% | -0.4% | -1.3% | -1.4% |
| 30D | -2.4% | -1.4% | -1.0% | -1.6% |
| 3M | -3.2% | +3.7% | -6.9% | -5.8% |
| 6M | +5.5% | +13.0% | -7.5% | -3.2% |
| YTD | +2.7% | +12.4% | -9.7% | -5.5% |
| 1Y | +19.0% | +18.5% | +0.5% | +5.4% |
| 3Y | +40.3% | +77.6% | -37.4% | -5.9% |
| 5Y | +92.1% | +81.7% | +10.4% | +24.7% |
| 10Y | -28.7% | +319.7% | -348.4% | -78.5% |
| All | -28.7% | +312.5% | -341.2% | -78.5% |
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