+111.8%
GLQ vs SPY
+311.3%
-199.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.0% |
| 7D | +0.5% | +0.5% | 0.0% | 0.0% |
| 30D | -4.9% | -0.9% | -3.9% | -4.1% |
| 3M | -2.8% | +3.9% | -6.6% | -6.0% |
| 6M | +7.6% | +14.5% | -6.9% | -4.5% |
| YTD | +11.3% | +12.9% | -1.6% | -0.1% |
| 1Y | +18.7% | +19.4% | -0.6% | +1.6% |
| 3Y | +88.5% | +78.5% | +10.0% | +12.5% |
| 5Y | -5.9% | +81.8% | -87.6% | -44.9% |
| 10Y | +111.8% | +311.5% | -199.7% | -36.9% |
| All | +111.8% | +311.3% | -199.5% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling