+147.5%
GE vs QXO
+34.5%
+113.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.0% | -7.8% | +3.8% | -3.9% |
| 30D | -11.4% | -18.1% | +6.7% | -11.1% |
| 3M | -2.6% | -25.8% | +23.1% | -2.2% |
| 6M | -0.3% | -41.7% | +41.4% | +0.4% |
| YTD | +5.4% | -36.2% | +41.5% | +6.0% |
| 1Y | +15.5% | -42.1% | +57.6% | +16.3% |
| 3Y | +260.8% | -46.2% | +306.9% | +246.3% |
| 5Y | +421.6% | -70.7% | +492.4% | +401.5% |
| All | +147.5% | +34.5% | +113.0% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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