+351.3%
GE vs QXO
-8.6%
+359.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.4% |
| 7D | -2.8% | -8.7% | +5.9% | -2.7% |
| 30D | -11.9% | -21.0% | +9.0% | -11.8% |
| 3M | +1.8% | -18.4% | +20.2% | +2.0% |
| 6M | -0.6% | -43.0% | +42.4% | -0.2% |
| YTD | +5.5% | -36.3% | +41.8% | +5.8% |
| 1Y | +15.0% | -42.8% | +57.7% | +15.3% |
| 3Y | +269.5% | -45.8% | +315.3% | +263.1% |
| 5Y | +422.4% | -70.8% | +493.2% | +413.7% |
| 10Y | +151.0% | +36.3% | +114.7% | +143.0% |
| All | +351.3% | -8.6% | +359.8% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling