-35.8%
GLRE vs SPY
+619.1%
-655.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.1% | +0.1% | -2.1% | -2.2% |
| 3M | +2.9% | +2.0% | +0.9% | +0.9% |
| 6M | +7.4% | +13.0% | -5.6% | -2.5% |
| YTD | +5.8% | +13.5% | -7.8% | -4.5% |
| 1Y | +20.5% | +20.0% | +0.5% | +4.2% |
| 3Y | +39.7% | +77.2% | -37.5% | -10.4% |
| 5Y | +89.2% | +81.9% | +7.3% | +16.6% |
| 10Y | -28.4% | +314.1% | -342.5% | -77.2% |
| All | -35.8% | +619.1% | -655.0% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling