+149.4%
GLD vs QXO
-1.4%
+150.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | +0.7% | +2.9% | -2.1% | +0.7% |
| 30D | +0.3% | -18.0% | +18.3% | +0.4% |
| 3M | +0.6% | -14.7% | +15.4% | +0.7% |
| 6M | -15.6% | -39.2% | +23.6% | -15.4% |
| YTD | +0.9% | -31.3% | +32.2% | +1.0% |
| 1Y | +19.4% | -39.7% | +59.0% | +19.6% |
| 3Y | +124.5% | -41.5% | +166.0% | +121.9% |
| 5Y | +138.9% | -67.0% | +205.9% | +136.4% |
| 10Y | +213.3% | +44.7% | +168.5% | +204.4% |
| All | +149.4% | -1.4% | +150.9% | +129.7% |
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