+1,066.3%
GS vs QXO
-0.7%
+1,067.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | -1.6% | -16.0% | +14.5% | -1.4% |
| 3M | -4.5% | -17.7% | +13.3% | -4.3% |
| 6M | +20.9% | -42.6% | +63.5% | +21.5% |
| YTD | +19.9% | -30.8% | +50.7% | +20.2% |
| 1Y | +41.4% | -35.3% | +76.7% | +41.9% |
| 3Y | +239.2% | -46.3% | +285.5% | +231.3% |
| 5Y | +185.0% | -69.2% | +254.2% | +178.5% |
| 10Y | +655.0% | +62.1% | +592.8% | +620.9% |
| All | +1,066.3% | -0.7% | +1,067.0% | +955.1% |
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