+88.0%
GLRE vs VOO
+82.3%
+5.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | -2.8% | -0.9% | -1.8% | -2.3% |
| 3M | -1.9% | +3.9% | -5.8% | -4.0% |
| 6M | +6.6% | +14.5% | -8.0% | -1.3% |
| YTD | +3.4% | +13.0% | -9.5% | -3.6% |
| 1Y | +18.7% | +19.4% | -0.7% | +7.2% |
| 3Y | +41.2% | +78.9% | -37.7% | +2.4% |
| 5Y | +88.0% | +82.3% | +5.8% | +30.4% |
| All | +88.0% | +82.3% | +5.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling