+187.0%
GS vs QXO
-68.0%
+255.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.7% |
| 7D | +2.4% | -3.9% | +6.3% | +2.5% |
| 30D | -0.1% | -17.4% | +17.3% | +0.2% |
| 3M | +0.2% | -22.5% | +22.7% | +0.5% |
| 6M | +24.8% | -41.4% | +66.2% | +25.6% |
| YTD | +18.8% | -34.1% | +52.9% | +19.3% |
| 1Y | +37.3% | -40.8% | +78.1% | +38.1% |
| 3Y | +237.9% | -43.9% | +281.8% | +227.4% |
| 5Y | +187.0% | -69.6% | +256.6% | +174.5% |
| All | +187.0% | -68.0% | +255.1% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling