-25.3%
GLRE vs VT
+217.6%
-242.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | +10.9% | -3.1% | +14.0% | +13.0% |
| 3M | +6.6% | -3.5% | +10.1% | +8.9% |
| 6M | -8.3% | +0.5% | -8.8% | -9.7% |
| YTD | +12.3% | +10.8% | +1.5% | +2.8% |
| 1Y | +28.1% | +11.9% | +16.2% | +16.4% |
| 3Y | +51.2% | +73.0% | -21.8% | -0.4% |
| 5Y | +118.6% | +58.6% | +59.9% | +51.9% |
| 10Y | -25.3% | +219.2% | -244.4% | -70.7% |
| All | -25.3% | +217.6% | -242.9% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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