+251.9%
GLQ vs SPY
+889.9%
-638.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | -4.1% | +0.1% | -4.1% | -4.1% |
| 3M | -6.6% | +2.0% | -8.6% | -8.3% |
| 6M | +3.1% | +13.0% | -9.9% | -7.5% |
| YTD | +10.7% | +13.5% | -2.8% | -1.2% |
| 1Y | +18.4% | +20.0% | -1.5% | +0.7% |
| 3Y | +82.5% | +77.2% | +5.4% | +9.1% |
| 5Y | -7.2% | +81.9% | -89.1% | -46.0% |
| 10Y | +114.6% | +314.1% | -199.5% | -40.6% |
| All | +251.9% | +889.9% | -638.0% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling