-31.9%
GLRE vs SPY
+602.0%
-633.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +7.1% | -0.6% | +7.7% | +7.4% |
| 30D | +10.9% | -3.7% | +14.6% | +13.7% |
| 3M | +6.6% | -2.7% | +9.4% | +8.5% |
| 6M | -8.3% | +2.2% | -10.5% | -10.6% |
| YTD | +12.3% | +10.8% | +1.4% | +2.9% |
| 1Y | +28.1% | +11.2% | +16.9% | +17.0% |
| 3Y | +51.2% | +76.5% | -25.3% | -3.0% |
| 5Y | +118.6% | +72.9% | +45.6% | +39.6% |
| 10Y | -25.3% | +304.8% | -330.1% | -75.9% |
| All | -31.9% | +602.0% | -633.8% | -85.5% |
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