+122.0%
GLQ vs SPY
+308.5%
-186.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | +1.6% | +3.3% | -1.7% | -1.2% |
| 30D | +0.3% | -2.7% | +3.0% | +2.6% |
| 3M | -8.5% | -1.7% | -6.8% | -7.2% |
| 6M | -5.6% | +3.1% | -8.6% | -8.2% |
| YTD | +6.9% | +11.9% | -5.0% | -3.3% |
| 1Y | +5.0% | +12.0% | -7.0% | -5.1% |
| 3Y | +85.7% | +78.2% | +7.5% | +10.8% |
| 5Y | -12.8% | +73.2% | -86.1% | -46.9% |
| All | +122.0% | +308.5% | -186.5% | -29.5% |
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