+119.3%
GLRE vs VT
+53.2%
+66.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +2.1% |
| 7D | +12.0% | -4.2% | +16.1% | +14.4% |
| 30D | +11.8% | -5.8% | +17.6% | +15.1% |
| 3M | +4.0% | -5.2% | +9.2% | +6.7% |
| 6M | -8.5% | +0.1% | -8.6% | -9.5% |
| YTD | +12.3% | +8.2% | +4.1% | +5.7% |
| 1Y | +33.7% | +10.1% | +23.6% | +24.3% |
| 3Y | +42.7% | +69.7% | -27.0% | +2.4% |
| 5Y | +119.3% | +53.4% | +65.9% | +62.3% |
| All | +119.3% | +53.2% | +66.1% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling