+926.0%
GS vs QXO
-4.7%
+930.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.2% | +5.8% | -1.3% |
| 7D | +5.1% | +10.1% | -4.9% | +5.0% |
| 30D | +2.4% | +16.2% | -13.8% | +2.2% |
| 3M | -11.5% | -14.8% | +3.3% | -11.4% |
| 6M | -2.5% | -27.8% | +25.3% | -2.3% |
| YTD | +5.5% | -33.6% | +39.1% | +5.8% |
| 1Y | +11.0% | -31.8% | +42.9% | +11.3% |
| 3Y | +200.1% | -46.8% | +246.8% | +193.1% |
| 5Y | +154.7% | -63.6% | +218.3% | +148.5% |
| 10Y | +450.9% | +50.5% | +400.4% | +426.5% |
| All | +926.0% | -4.7% | +930.6% | +828.2% |
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