-28.7%
GLRE price history and return analytics
+222.7%
-251.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | -2.4% | -0.7% | -1.7% | -2.0% |
| 3M | -3.2% | +4.0% | -7.2% | -6.3% |
| 6M | +5.5% | +12.3% | -6.8% | -3.8% |
| YTD | +2.7% | +14.0% | -11.3% | -7.5% |
| 1Y | +19.0% | +20.3% | -1.3% | +2.8% |
| 3Y | +40.3% | +75.4% | -35.2% | -8.4% |
| 5Y | +92.1% | +66.0% | +26.1% | +29.2% |
| 10Y | -28.7% | +228.2% | -256.9% | -73.8% |
| All | -28.7% | +222.7% | -251.4% | -73.8% |
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