+83.4%
GQRE vs SPY
+434.4%
-351.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | -2.0% | -1.4% | -0.6% | -1.0% |
| 3M | -1.5% | +3.7% | -5.2% | -4.4% |
| 6M | +0.5% | +13.0% | -12.5% | -8.5% |
| YTD | +7.5% | +12.4% | -4.9% | -1.9% |
| 1Y | +7.4% | +18.5% | -11.2% | -5.9% |
| 3Y | +35.2% | +77.6% | -42.4% | -14.0% |
| 5Y | +6.6% | +81.7% | -75.1% | -33.9% |
| 10Y | +44.0% | +319.7% | -275.6% | -52.0% |
| All | +83.4% | +434.4% | -351.0% | -45.8% |
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 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