+41.7%
GQRE vs SPY
+322.5%
-280.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -1.7% | -0.8% | -1.0% | -1.2% |
| 30D | -3.0% | -1.1% | -2.0% | -2.3% |
| 3M | -3.1% | +3.9% | -6.9% | -5.9% |
| 6M | +1.0% | +13.6% | -12.7% | -8.6% |
| YTD | +6.7% | +12.7% | -6.0% | -2.9% |
| 1Y | +5.0% | +17.5% | -12.5% | -7.6% |
| 3Y | +34.4% | +76.9% | -42.5% | -15.0% |
| 5Y | +6.9% | +83.6% | -76.7% | -34.9% |
| All | +41.7% | +322.5% | -280.7% | -52.8% |
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