Multi-wavelength observations provide a complementary view of the formation of young directly-imaged planet-mass companions. We report the ALMA 1.3 mm and Magellan adaptive optics (MagAO) H-alpha, i', z', and Ys observations of the GQ Lup system, a classical T Tauri star with a 10-40 Mjup substellar companion at ~110 AU projected separation. We estimate the accretion rates for both components from the observed H-alpha fluxes. In our 0.05 arcsec resolution ALMA map, we resolve GQ Lup A's disk in dust continuum, but no signal is found from the companion. The disk is compact, with a radius of ~22 AU, a dust mass of ~6 Earth masses, an inclination angle of ~56 deg, and a very flat surface density profile indicative of a radial variation in dust grain sizes. No gaps or inner cavity are found in the disk, so there is unlikely a massive inner companion to scatter GQ Lup B outward. Thus, GQ Lup B might have formed in situ via disk fragmentation or prestellar core collapse. We also show that GQ Lup A's disk is misaligned with its spin axis, and possibly with GQ Lup B's orbit. Our analysis on the tidal truncation radius of GQ Lup A's disk suggests that GQ Lup B's orbit might have a low eccentricity. ; Comment: Accepted for publication in ApJ