+380.8%
GM vs QXO
-8.4%
+389.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.4% | -7.8% | +5.4% | -2.4% |
| 30D | -1.1% | -18.1% | +17.0% | -0.9% |
| 3M | +6.1% | -25.8% | +31.9% | +6.4% |
| 6M | +15.0% | -41.7% | +56.7% | +15.5% |
| YTD | +6.0% | -36.2% | +42.2% | +6.4% |
| 1Y | +47.1% | -42.1% | +89.2% | +47.7% |
| 3Y | +170.5% | -46.2% | +216.6% | +165.3% |
| 5Y | +80.5% | -70.7% | +151.2% | +77.0% |
| 10Y | +238.7% | +36.5% | +202.2% | +228.6% |
| All | +380.8% | -8.4% | +389.2% | +363.4% |
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