+170.5%
GM vs QXO
-47.1%
+217.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.4% | -7.8% | +5.4% | -2.3% |
| 30D | -1.1% | -18.1% | +17.0% | -0.7% |
| 3M | +6.1% | -25.8% | +31.9% | +6.7% |
| 6M | +15.0% | -41.7% | +56.7% | +16.0% |
| YTD | +6.0% | -36.2% | +42.2% | +6.7% |
| 1Y | +47.1% | -42.1% | +89.2% | +48.2% |
| 3Y | +170.5% | -46.2% | +216.6% | +159.9% |
| All | +170.5% | -47.1% | +217.6% | +159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling