+2.8%
GLD vs QXO
-25.8%
+28.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +2.5% |
| 7D | -0.3% | +16.6% | -16.8% | -2.6% |
| 30D | -1.9% | +6.6% | -8.4% | -3.0% |
| 3M | -0.4% | -17.5% | +17.0% | +2.0% |
| 6M | -10.2% | -33.8% | +23.6% | -5.5% |
| YTD | -6.0% | -34.4% | +28.4% | -0.8% |
| 1Y | +2.8% | -25.0% | +27.8% | +7.2% |
| All | +2.8% | -25.8% | +28.6% | +7.2% |
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