+24.5%
GLD vs QXO
-34.8%
+59.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.5% | -1.3% | +0.7% | -0.3% |
| 30D | +4.4% | -16.0% | +20.4% | +6.7% |
| 3M | -1.1% | -17.7% | +16.7% | +0.9% |
| 6M | -13.8% | -42.6% | +28.8% | -8.5% |
| YTD | +2.6% | -30.8% | +33.4% | +7.6% |
| 1Y | +24.5% | -35.3% | +59.8% | +29.8% |
| All | +24.5% | -34.8% | +59.3% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling