+118.8%
GLQ vs SPY
+315.0%
-196.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.2% |
| 7D | -0.7% | +0.1% | -0.7% | -0.8% |
| 30D | -1.0% | -3.3% | +2.3% | +1.9% |
| 3M | -8.4% | -2.4% | -6.0% | -6.5% |
| 6M | -4.7% | +2.6% | -7.3% | -7.0% |
| YTD | +7.2% | +11.2% | -4.1% | -2.6% |
| 1Y | +8.9% | +13.4% | -4.5% | -2.7% |
| 3Y | +89.2% | +79.9% | +9.3% | +11.9% |
| 5Y | -13.4% | +72.2% | -85.6% | -46.9% |
| 10Y | +118.8% | +307.3% | -188.5% | -30.7% |
| All | +118.8% | +315.0% | -196.2% | -30.7% |
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