+159.7%
GILD vs QXO
+34.5%
+125.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -7.8% | +3.0% | -4.8% |
| 30D | +5.8% | -18.1% | +23.9% | +5.9% |
| 3M | +14.9% | -25.8% | +40.7% | +15.1% |
| 6M | -0.4% | -41.7% | +41.4% | -0.1% |
| YTD | +18.5% | -36.2% | +54.7% | +18.8% |
| 1Y | +25.1% | -42.1% | +67.2% | +25.4% |
| 3Y | +105.9% | -46.2% | +152.0% | +103.0% |
| 5Y | +143.0% | -70.7% | +213.7% | +139.5% |
| All | +159.7% | +34.5% | +125.3% | +159.5% |
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