+633.1%
GS vs QXO
+34.3%
+598.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.8% |
| 7D | -1.7% | -8.7% | +6.9% | -1.6% |
| 30D | -0.9% | -21.0% | +20.0% | -0.5% |
| 3M | +2.3% | -18.4% | +20.7% | +2.7% |
| 6M | +23.4% | -43.0% | +66.5% | +24.5% |
| YTD | +17.7% | -36.3% | +54.0% | +18.5% |
| 1Y | +35.1% | -42.8% | +77.9% | +36.2% |
| 3Y | +234.9% | -45.8% | +280.7% | +220.0% |
| 5Y | +185.3% | -70.8% | +256.1% | +173.0% |
| All | +633.1% | +34.3% | +598.9% | +571.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling